Approximations to noncentral distributions

作者: David R. Cox , Nancy Reid

DOI: 10.2307/3315199

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摘要: Two methods for approximating the distribution of a noncentral random variable by central in same family are presented. The first consists relating stochastic expansion to corresponding asymptotic its function. second approximates cumulant generating function and is used provide x2 gamma approximations X2 distributions.

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