Distribution of a Sum of Weighted Chi-Square Variables
作者:
Herbert Solomon,
MichaelA. Stephens,
期刊:
Journal of the American Statistical Association
(Taylor Available online 1977)
卷期:
Volume 72,
issue 360
页码: 881-885
ISSN:0162-1459
年代: 1977
DOI:10.1080/01621459.1977.10479976
出版商: Taylor & Francis Group
关键词: Quadratic forms;Sums of weighted chi squares;Imhof technqiue;Pearson curves
数据来源: Taylor
摘要:
We consider distributions of quadratic forms of the typeQk= Σkj= 1cj(xj+aj)2, where thexj's are independent and identically distributed standard normal variables, and wherecjandajare nonnegative constants. Exact significance points ofQk, for selected values ofcjand allaj= 0, have been published fork= 2, 3, 4, and 5. We give significance points fork= 6, 8, and 10. We propose and assess two new approximations toQk: (1) fitting a Pearson curve with the same first four moments asQk; and (2) fittingQk=Awr, wherewhas the χ2pdistribution, and whereA, r, andpare determined by the first three moments ofQk.
点击下载:
PDF (410KB)
返 回