𝔖 Bobbio Scriptorium
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Asymptotic expansions for the probabilities of large deviations. Normal approximation. III

✍ Scribed by A. Bikelis; A. Žemaitis


Publisher
Springer
Year
1976
Tongue
English
Weight
790 KB
Volume
16
Category
Article
ISSN
0363-1672

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Asymptotic Expansions for Large Deviatio
✍ W.-D Richter; J Schumacher 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 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