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 |
|---|---|
| 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
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