Approximations for central and noncentral bivariate chi-square distributions

DOI10.1080/03610919908813585MaRDI QIDQ4488752zbMATH OpenOpenAlexFDO

Authors K. Kocherlakota, Subrahmaniam Kocherlakota

Publication date 9 July 2000

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610919908813585

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)

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Cites work

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• scientific article; zbMATH DE number 775283 (Why is no real title available?)
• Density functions of the bivariate chi-square distribution
• Measures of multivariate skewness and kurtosis with applications
• Process capability index: bivariate normal distribution

Cited in

(7)

• Simple expressions for a bivariate chisquare distribution
• The bivariate noncentral chi-square distribution -- a compound distribution approach
• scientific article; zbMATH DE number 788253 (Why is no real title available?)
• A Wiener Germ approximation of the noncentral chi square distribution and of its quantiles
• Bivariate distributions of some ratios of independent noncentral chi-square random variables
• A symmetric matrix-variate normal local approximation for the Wishart distribution and some applications
• On approximations of transformed chi-squared distributions in statistical applications

Describes a project that uses

Uses Software

• IMSL Numerical Libraries
• Mathematica

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