New methods to compute the generalized chi-square distribution
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Cites work
- A comparison of efficient approximations for a weighted sum of chi-squared random variables
- A Contour-Integral Derivation of the Non-Central Chi-Square Distribution
- A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables
- A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
- Computing the distribution of quadratic forms in normal variables
- Computing the distribution of quadratic forms: further comparisons between the Liu-Tang-Zhang approximation and exact methods
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Note on an Approximation to the Distribution of Non-Central χ 2
- Note on the inversion theorem
- Numerical inversion of a characteristic function
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Statistical analysis of empirical models fitted by optimization
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