Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables
Open Access
- 1 November 1983
- journal article
- Published by Institute of Mathematical Statistics in The Annals of Probability
- Vol. 11 (4) , 1028-1036
- https://doi.org/10.1214/aop/1176993451
Abstract
We suggest several Chi squared approximations to the distribution of a sum of independent random variables, and derive asymptotic expansions which show that the error of approximation is of order $n^{-1}$ as $n \rightarrow \infty$. The error may be reduced to $n^{-3/2}$ by making a simple secondary approximation.
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