Approximations to noncentral distributions
- 1 June 1987
- journal article
- Published by Wiley in The Canadian Journal of Statistics / La Revue Canadienne de Statistique
- Vol. 15 (2) , 105-114
- https://doi.org/10.2307/3315199
Abstract
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 χ2and gamma approximations to the noncentral χ2and gamma distributions.Keywords
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