A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
- 1 March 1977
- journal article
- research article
- Published by JSTOR in Journal of the American Statistical Association
- Vol. 72 (357) , 212
- https://doi.org/10.2307/2286940
Abstract
The distribution of a linear combination of m independent central chi-square variables with positive coefficients is shown to be derivable from an mth order linear differential equation. The computation of percentage points by analytic continuation of the series solution at the origin is shown to be feasible for a useful range of parameter values.Keywords
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