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This article is cited in 1 scientific paper (total in 1 paper)
Short communications
New upper bounds for noncentral chi-square cdf
V. A. Voloshko, E. V. Vecherko Research Institute for Applied Problems of Mathematics and Informatics, Belarusian State University, 4 Niezaliežnasci Avenue, Minsk 220030, Belarus
Abstract:
Some new upper bounds for noncentral chi-square cumulative density function are derived from the basic symmetries of the multidimensional standard Gaussian distribution: unitary invariance, components independence in both polar and Cartesian coordinate systems. The proposed new bounds have analytically simple form compared to analogues available in the literature: they are based on combination of exponents, direct and inverse trigonometric functions, including hyperbolic ones, and the cdf of the one dimensional standard Gaussian law. These new bounds may be useful both in theory and in applications: for proving inequalities related to noncentral chi-square cumulative density function, and for bounding powers of Pearson’s chi-squared tests.
Keywords:
noncentral chi-square distribution; upper bound.
Citation:
V. A. Voloshko, E. V. Vecherko, “New upper bounds for noncentral chi-square cdf”, Journal of the Belarusian State University. Mathematics and Informatics, 1 (2020), 70–74
Linking options:
https://www.mathnet.ru/eng/bgumi57 https://www.mathnet.ru/eng/bgumi/v1/p70
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Abstract page: | 65 | Full-text PDF : | 54 | References: | 12 |
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