The Uniform Asymptotic Expansion of a Class of Integrals Related to Cumulative Distribution Functions
N. M. Temme · SIAM Journal on Mathematical Analysis · 1982
An asymptotic expansion is given for a class of integrals for large values of a parameter, which corresponds with the degrees of freedom in a certain type of cumulative distribution functions. The expansion is uniform with respect to a variable related to the random variable of the distribution functions. Special cases include the chi-square distribution and the F-distribution.