Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables (Q2861992)
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scientific article; zbMATH DE number 6226566
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| English | Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables |
scientific article; zbMATH DE number 6226566 |
Statements
13 November 2013
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multivariate chi-square distribution
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multivariate gamma distribution
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upper tail approximation for a maximal chi-square
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upper tail approximation for a maximal gamma random variable
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Taylor approximation for a multivariate gamma distribution
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multiple test procedures with correlated chi-square statistics
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Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables (English)
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0.7511733174324036
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0.7489548921585083
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0.7482807636260986
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0.7444387078285217
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0.7432469725608826
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