A higher order approximation to a percentage point of the non–central t-distribution

@inproceedings{Akahira1995AHO,
  title={A higher order approximation to a percentage point of the non–central t-distribution},
  author={Masafumi Akahira},
  year={1995}
}
A higher order approximation formula for a percentage point of the noncentral t–distribution with v degrees of freedom is given up to the order o(v-3), using the Cornish-Fisher expansion for the statistic based on a lin-ear combination of a normal random variable and a chi-random variable. The upper confidence limit and the confidence interval for the non–centrality parameter are given. Numerical results are also obtained.