A quick and easy approximation to the distribution of a sum of weighted chi-square variables

Author:

Gabler Siegfried,Wolff Christian

Publisher

Springer Science and Business Media LLC

Subject

Statistics, Probability and Uncertainty,Statistics and Probability

Reference7 articles.

1. Callebaut, D.K. (1965). Generalizations of the Cauchy-Schwarz inequality. J. Math. Anal. Appl. 12, 491–494

2. Feller, W. (1971). An Introduction to Probability Theory and Its Applications, Vol II. John Wiley & Sons, New York

3. Johnson N.L. and S. Kotz (1970). Continuous univariate distributions—2. Houghton Mifflin Company, Boston

4. Lau, C.L. (1980). A Simple Series for the Incomplete Gamma Integral. Applied Statistics, 29, 113–114, Algorithm AS 147

5. Marshall, A.W. and J. Olkin (1979). Inequalities: Theory of Majorization and Its Applications. Academic Press, New York

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