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Approximating tail probabilities of noncentral distributions

โœ Scribed by Suojin Wang; H.L. Gray

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
576 KB
Volume
15
Category
Article
ISSN
0167-9473

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๐Ÿ“œ SIMILAR VOLUMES

Asymptotic Expansions for Large Deviatio
Asymptotic Expansions for Large Deviation Probabilities of Noncentral Generalized Chi-Square Distributions
โœ W.-D Richter; J Schumacher ๐Ÿ“‚ Article ๐Ÿ“… 2000 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 265 KB

Asymptotic expansions for large deviation probabilities are used to approximate the cumulative distribution functions of noncentral generalized chi-square distributions, preferably in the far tails. The basic idea of how to deal with the tail probabilities consists in first rewriting these probabili