Approximate and Asymptotic Distributions of Chi-Squared–Type Mixtures With Applications
- 1 March 2005
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 100 (469) , 273-285
- https://doi.org/10.1198/016214504000000575
Abstract
In this article we study how to approximate a random variable T of general chi-squared–type mixtures by a random variable of the form via matching the first three cumulants. The approximation error...Keywords
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