Some upper tail approximations for the distribution of the maximum of correlated chi-square or gamma random variables

MaRDI QIDQ2861992zbMATH OpenFDO

Authors T. Royen

Publication date 13 November 2013

Published in Far East Journal of Theoretical Statistics (Search for Journal in Brave)

Full work available at URL http://www.pphmj.com/abstract/7543.htm

zbMATH Keywords

multivariate chi-square distributionmultivariate gamma distributionmultiple test procedures with correlated chi-square statisticsTaylor approximation for a multivariate gamma distributionupper tail approximation for a maximal chi-squareupper tail approximation for a maximal gamma random variable

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Approximations to statistical distributions (nonasymptotic) (62E17)

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• Tail probabilities of the maxima of multilinear forms and their applications.
• Approximate tail probabilities of the maximum of a chi-square field on multi-dimensional lattice points and their applications to detection of loci interactions
• Bounding the maximum of dependent random variables

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