Journal
COMPUTATIONAL STATISTICS & DATA ANALYSIS
Volume 48, Issue 4, Pages 803-808Publisher
ELSEVIER SCIENCE BV
DOI: 10.1016/j.csda.2004.04.001
Keywords
chi-square distribution; maximum absolute error; normal approximation; power transformation
Ask authors/readers for more resources
An accurate normal approximation for the cumulative distribution function of the chi-square distribution with n degrees of freedom is proposed. This considers a linear combination of appropriate fractional powers of chi-square. Numerical results show that the maximum absolute error associated with the new transformation is substantially lower than that found for other power transformations of a chi-square random variable for all the degrees of freedom considered (1 less than or equal to 77 less than or equal to 1000). (C) 2004 Elsevier B.V. All rights reserved.
Authors
I am an author on this paper
Click your name to claim this paper and add it to your profile.
Reviews
Recommended
No Data Available