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Computation of Exact Distribution of Weighted Sum of Chi-square Variables
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- Shirahata Shingo
- Department of Applied Mathematics, Faculty of Engineering. Science, Osaka University
Bibliographic Information
- Other Title
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- カイ二乗確率変数の重み付き和の分布関数の計算
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Description
Computation of exact distribution function of weighted sum of chi-square variables with one or even degrees of freedom is considered. The method is based of Inversion formula of characteristic function. We applied the method to the computation of the distribution function of cumulative chi-square statistics for which chi-square distributions were fitted until now.
Journal
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- Bulletin of the Computational Statistics of Japan
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Bulletin of the Computational Statistics of Japan 1 (1), 37-44, 1988
Japanese Society of Computational Statistics
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Keywords
Details 詳細情報について
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- CRID
- 1390001204381998720
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- NII Article ID
- 110001239362
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- ISSN
- 21899789
- 09148930
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- Text Lang
- ja
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- Data Source
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- JaLC
- CiNii Articles
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- Abstract License Flag
- Disallowed
