Approximated distributions of the weighted sum of correlated chi-squared random variables

DOI10.1016/j.jspi.2011.08.004zbMath1231.62021MaRDI QIDQ645616

Li-Ling Chuang, Yu-Shan Shih

Publication date: 10 November 2011

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jspi.2011.08.004

zbMATH Keywords

normal approximation; chi-squared approximation; Fisher's statistic

Mathematics Subject Classification ID

62E20: Asymptotic distribution theory in statistics

62H20: Measures of association (correlation, canonical correlation, etc.)

Related Items

Inference of the derivative of nonparametric curve based on confidence distribution, A Simple Two-Sample Test in High Dimensions Based on L²-Norm

Uses Software

• R

Cites Work

• A simple approximation for the distribution of the weighted combination of non-independent or independent probabilities
• Synthesis of variance
• A continuous multivariate exponential distribution
• Weighted inverse chi-square method for correlated significance tests
• 400: A Method for Combining Non-Independent, One-Sided Tests of Significance
• Distribution of a Sum of Weighted Chi-Square Variables
• Range of correlation matrices for dependent Bernoulli random variables
• Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
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