Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables
P. Hall. The Annals of Probability, 11 (4):
pp. 1028-1036(1983)
Zusammenfassung
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.
Beschreibung
JSTOR: The Annals of Probability, Vol. 11, No. 4 (Nov., 1983), pp. 1028-1036
%0 Journal Article
%1 1983
%A Hall, Peter
%D 1983
%I Institute of Mathematical Statistics
%J The Annals of Probability
%K central-limit-theorem chisquare distributions
%N 4
%P pp. 1028-1036
%T Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables
%U http://www.jstor.org/stable/2243514
%V 11
%X 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.