Expansions for the multivariate chi-square distribution
โ Scribed by T Royen
- Publisher
- Elsevier Science
- Year
- 1991
- Tongue
- English
- Weight
- 885 KB
- Volume
- 38
- Category
- Article
- ISSN
- 0047-259X
No coin nor oath required. For personal study only.
๐ SIMILAR VOLUMES
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
We give expansions for unbiased estimators based on the arithmetic mean of an analytic function of the non-centrality parameter of the non-central chi-square distribution. The terms of these expansions depend on the derivatives of the function to be estimated and on certain polynomials which are con