An Accurate Approximation to the Distribution of a Linear Combination of Non-Central Chi-Square Random Variables
This paper provides an accessible methodology for approximating the distribution of a general linear combination of non-central chi-square random variables. Attention is focused on the main application of the results, namely the distribution of positive definite and indefinite quadratic forms in no...
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| Format: | Article |
| Language: | English |
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Instituto Nacional de Estatística | Statistics Portugal
2013-11-01
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| Series: | Revstat Statistical Journal |
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| Online Access: | https://revstat.ine.pt/index.php/REVSTAT/article/view/136 |