A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables

DOI10.1080/10618600.2021.2000423MaRDI QIDQ5083380zbMATH OpenOpenAlexFDO

Authors Hong Zhang, Judong Shen, Zheyang Wu

Publication date 22 June 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://arxiv.org/abs/2005.00905

zbMATH Keywords

kurtosisgamma distributionchi-squareGaussian quadratic formsmoment-matching methodmixture of type I error

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• scientific article; zbMATH DE number 4064247 (Why is no real title available?)
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• Chi squared approximations to the distribution of a sum of independent random 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
• Recent developments on the moment problem
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• THE SIGNIFICANCE OF THE DIFFERENCE BETWEEN TWO MEANS WHEN THE POPULATION VARIANCES ARE UNEQUAL

Cited in

(2)

• Estimation of the confidence limits for the quadratic forms in normal variables using a simple Gaussian distribution approximation
• scientific article; zbMATH DE number 3321640 (Why is no real title available?)

Describes a project that uses

Uses Software

• CRAN
• AS 155
• Qapprox

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