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
Asymptotic and numerical aspects of the noncentral chi-square distribution
โ Scribed by N.M. Temme
- Publisher
- Elsevier Science
- Year
- 1993
- Tongue
- English
- Weight
- 419 KB
- Volume
- 25
- Category
- Article
- ISSN
- 0898-1221
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