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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.

 

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