An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables.

DOI10.1080/03610918908812833zbMath0695.62028OpenAlexW2005447599MaRDI QIDQ3471341

Andrew T. A. Wood

Publication date: 1989

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918908812833

zbMATH Keywords

inequalitymomentF distributioncumulantchi-squaredSatterthwaite-Welsh approximation

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20)

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Cites Work

• Chi squared approximations to the distribution of a sum of independent random variables
• On chi-squared tests for multiway contingency tables with cell proportions estimated from survey data
• Natural exponential families with quadratic variance functions
• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
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