Probabilities and Large Quantiles of Noncentral Generalized Chi-Square Distributions
作者:
C. Ittrich,
D. Krause,
W.-D. Richter,
期刊:
Statistics
(Taylor Available online 2000)
卷期:
Volume 34,
issue 1
页码: 53-101
ISSN:0233-1888
年代: 2000
DOI:10.1080/02331880008802705
出版商: Gordon & Breach Science Publishers
关键词: 62E15;62E17;62–04;41–04;Spherical samples;elliptically contoured distributions;geometric representation formulae;noncentral generalized chi-square distributions;exact distributions;exact quantiles;large quantiles;asymptotic expansions;large
数据来源: Taylor
摘要:
Exact values of probability integrals for noncentral generalized chi-square distributions are numerically evaluated based upon new geometric representation formulae for these distributions. Using iterative numerical methods exact quantiles can be calculated then.
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