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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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