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

DOI10.1016/j.jspi.2011.08.004zbMath1231.62021OpenAlexW2038324610MaRDI 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 approximationchi-squared approximationFisher's statistic

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Measures of association (correlation, canonical correlation, etc.) (62H20)

Related Items (3)

Inference of the derivative of nonparametric curve based on confidence distribution ⋮ Distribution of weighted Lancaster’s statistic for combining independent or dependent P-values, with applications to human genetic studies ⋮ A Simple Two-Sample Test in High Dimensions Based on L²-Norm

Uses Software

• R

Cites Work

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• 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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