Approaches to the null distribution of √ b1
√b1 零假设分布的若干近似方法
A comparative study of approximations to the null distribution of √ b1 is given for small sample sizes, i. e. n ≤ 35. The approximations studied are the approximations by the normal distribution, the Johnson SU distributions, the t or Pearson Type VII distributions, the Cornish-Fisher expansions using moments up to the eighth, with and without Geary's adjustment, and, finally, Monte-Carlo simulations. For the usual levels of significance all the approximations, except the…