A Gaussian approximation to the distribution of the sample variance is developed using the Wilson-Hilferty (1931) approach. This approximation is compared with the well-known approximations due to Box ...

The Canadian Journal of Statistics / La Revue Canadienne de Statistique, Vol. 20, No. 2 (Jun., 1992), pp. 109-120 (12 pages) Several types of multivariate extensions of the inverse Gaussian (IG) ...

All sorts of physical processes in this analog world exhibit some degree of randomness. Think of noise, for example. Many noisy processes are described by Gaussian probability distributions. We should ...