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Expansions for the distribution of asymptotically chi-square statistics

โœ Scribed by Withers, Christopher S.; Nadarajah, Saralees


Book ID
122164558
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
286 KB
Volume
12
Category
Article
ISSN
1572-3127

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๐Ÿ“œ SIMILAR VOLUMES


Asymptotic Expansions for Large Deviatio
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