Abstract
A simple and accurate method is discussed for approximating the noncentral chi-squared distribution; it is based on recent developments in third order asymptotic methods. The method is easy to apply and uses only a standard normal distribution function evaluation.
Original language | English |
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Pages (from-to) | 275-287 |
Number of pages | 13 |
Journal | Communications in Statistics Part B: Simulation and Computation |
Volume | 27 |
Issue number | 2 |
DOIs | |
State | Published - 1998 |
Keywords
- Accurate approximation
- Asymptotic inference
- Chi-squared distribution
- Significance function
ASJC Scopus subject areas
- Statistics and Probability
- Modeling and Simulation