Approximations to noncentral distributions | Zendy

Cox David R. | Zendy; Reid Nancy | Zendy

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Approximations to noncentral distributions

Author(s) -

Cox David R.,

Reid Nancy

Publication year - 1987

Publication title -

canadian journal of statistics

Language(s) - English

Resource type - Journals

SCImago Journal Rank - 0.804

H-Index - 51

eISSN - 1708-945X

pISSN - 0319-5724

DOI - 10.2307/3315199

Subject(s) - cumulant , mathematics , random variable , noncentral chi squared distribution , distribution (mathematics) , gamma distribution , asymptotic expansion , edgeworth series , generalized gamma distribution , mathematical analysis , ratio distribution , asymptotic distribution , statistics , estimator

Two methods for approximating the distribution of a noncentral random variable by a central distribution in the same family are presented. The first consists of relating a stochastic expansion of a random variable to a corresponding asymptotic expansion for its distribution function. The second approximates the cumulant generating function and is used to provide central χ 2 and gamma approximations to the noncentral χ 2 and gamma distributions.

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