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Probabilities And Large Quantiles Of Noncentral Generalized Chi-Square Distributions

By C. Ittrich, D. Krause and W. -d. Richter

Abstract

Exact values of probability integrals for noncentral generalized chi-square distributions are numerically evaluated based upon new geometric representation formulas for these distributions. Using standard numerical methods exact quantiles can be calculated then. Explicit quantile approximation formulas and algorithms are deduced from an asymptotic expansion for related probabilities of large deviations. Several numerical studies compare the present results with results of other authors

Year: 1997
OAI identifier: oai:CiteSeerX.psu:10.1.1.41.6704
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