A mixture approximation to the distribution of a weighted sum of chi-squared variables

DOI10.1080/00949658108810498zbMath0488.62013OpenAlexW2116436454MaRDI QIDQ3949800

Samuel D. Oman, Shelemyahu Zacks

Publication date: 1981

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949658108810498

zbMATH Keywords

convolutionsmixturesnegative binomial distributionspercentile pointslinear combinations of chi-squared random variablesmoment comparisons

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Statistical tables (62Q05) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items (5)

Some test statistics for the structural coefficients of the multivariate linear functional relationship model ⋮ On the distribution of extended CIR model ⋮ Redundancy in Gaussian random fields ⋮ On the exact distribution of the difference between two chi-square variables ⋮ The distribution function of a linear combination of chi-squares

Cites Work

• On mixtures of \(\chi^ 2\)-and \(F\)-distributions which yield distributions of the same family
• Distribution of Quadratic Forms and Some Applications
• Computing the distribution of quadratic forms in normal variables
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Application of the Method of Mixtures to Quadratic Forms in Normal Variates

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