An accurate normal approximation for the cumulative distribution function of the chi-square distribution with n degrees of freedom is proposed, which considers a linear combination of appropriate fractional powers of chi-square. Numerical results show that the maximum absolute error associated with the new transformation is substantially lower than that found for other power transformations of a chi-square random variable for all the degrees of freedom considered.
A normal approximation for the chi-square distribution / Canal, Luisa. - In: COMPUTATIONAL STATISTICS & DATA ANALYSIS. - ISSN 0167-9473. - STAMPA. - 48:4(2005), pp. 803-808.
A normal approximation for the chi-square distribution
Canal, Luisa
2005-01-01
Abstract
An accurate normal approximation for the cumulative distribution function of the chi-square distribution with n degrees of freedom is proposed, which considers a linear combination of appropriate fractional powers of chi-square. Numerical results show that the maximum absolute error associated with the new transformation is substantially lower than that found for other power transformations of a chi-square random variable for all the degrees of freedom considered.| File | Dimensione | Formato | |
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