Article,

Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables

.
The Annals of Probability, 11 (4): pp. 1028-1036 (1983)

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 → ∞. The error may be reduced to n-3/2 by making a simple secondary approximation.

Tags

Users

  • @shabbychef

Comments and Reviews