@shabbychef

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

. 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

Links und Ressourcen

Tags