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Short Communications

On the evaluation of quantiles of the $\Gamma$-distribution

V. I. Pagurova

Moscow

Abstract: Some asymptotic expansions of quantiles of the $\Gamma$-distribution based on the Cornish–Fisher expansions are considered. The table of correction of the Wilson–Hilferty transformation is given. This table enables us to evaluate the quantiles of the $\Gamma$-distribution for all values of parameter $m\ge25$ and probabilities $0.0001\le p\le0.9999$ with the accuracy not less than six significant figures.

Received: 06.04.1965

 English version: Theory of Probability and its Applications, 1965, 10:4, 677–680

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