A Mixture Approximation to the Distribution of a Weighted Sum of Chi-squared Variables

Samuel D. Oman; S. Zacks; Samuel D. Oman

doi:10.1080/00949658108810498

A Mixture Approximation to the Distribution of a Weighted Sum of Chi-squared Variables

Samuel D. Oman, S. Zacks, Samuel D. Oman

Research output: Contribution to journal › Article › peer-review

15 Scopus citations

Abstract

The problem of computing the values of the distribution functions of linear combinations of chi-squared random variables and their percentile points was previously studied by Grad and Solomon (1955), Imhof (1961), Jensen and Solomon (1972), Solomon and Stephens (1977) and others. All the methods available in the literature either demand lengthy computations or are insufficiently accurate. In the present paper a new method is proposed which reduces the amount of needed computations and yet yields sufficiently accurate results.

Original language	English
Pages (from-to)	215-224
Number of pages	10
Journal	Journal of Statistical Computation and Simulation
Volume	13
Issue number	3-4
DOIs	https://doi.org/10.1080/00949658108810498
State	Published - 1 Oct 1981

Keywords

Chi-squared distributions
Mixtures
convolutions
moment comparisons
negative binomial distributions

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10.1080/00949658108810498

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A Mixture Approximation to the Distribution of a Weighted Sum of Chi-squared Variables

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Keywords

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