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| Titel: |
An F Approximation to the Distribution of a Linear Combination of Chi-squared Variables. |
| Auteur: |
Wood, Andrew T. A. |
| Verschenen in: |
Communications in statistics |
| Paginering: | Jaargang 18 (1989) nr. 4 pagina's 1439-1456 |
| Jaar: |
1989 |
| Inhoud: |
A three-parameter F approximation to the distribution of a positive linear combination of central chi-squared variables is described. It is about as easy to implement as the Satterthwaite-Welsh and Hall-Buckley-Eagleson approximations. Some reassuring properties of the F approximation are derived, and numerical results are presented. The numerical results indicate that the new approximation is superior to the Satterthwaite approximation and, for some purposes, better than the Hall-Buckley-Eagleson approximation. It is not quite as good as the Gamma-Weibull approximation due to Solomon and Stephens, but is easier to implement because iterative methods are not required. |
| Uitgever: |
Taylor & Francis |
| Bronbestand: |
Elektronische Wetenschappelijke Tijdschriften |
Details van artikel 3 van 27 gevonden artikelen
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