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Informatika i Ee Primeneniya [Informatics and its Applications], 2011, Volume 5, Issue 1, Pages 25–30
(Mi ia3)
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This article is cited in 1 scientific paper (total in 1 paper)
On accuracy of approximations for standardized chi-squared distributions by Edgeworth–Chebyshev expansions
G. Christopha, V. V. Ulyanovb a Institute for Mathematical Stochastics, Faculty of Mathematics, University of Magdeburg, Magdeburg, Germany
b M. V. Lomonosov Moscow State University, Faculty of Computational Mathematics and Cybernetics
Abstract:
Astandardized chi-squared randomvariable Vn with n degrees of freedomis consideredwith Edgeworth–Chebyshev expansions, the computable error bounds of orders $O(n^{-1/2})$, $O(n^{-1})$ and $O(n^{-3/2})$ for approximations of Vn have been obtained. The results are useful in applications, in particular, in analysis of statistics ratio of probability features.
Keywords:
asymptotic expansions; error bounds; chi-squared distribution.
Citation:
G. Christoph, V. V. Ulyanov, “On accuracy of approximations for standardized chi-squared distributions by Edgeworth–Chebyshev expansions”, Inform. Primen., 5:1 (2011), 25–30
Linking options:
https://www.mathnet.ru/eng/ia3 https://www.mathnet.ru/eng/ia/v5/i1/p25
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Abstract page: | 507 | Full-text PDF : | 99 | References: | 52 | First page: | 6 |
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