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Approximations to noncentral distributions |
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| Authors: | David R Cox Nancy Reid |
| Abstract: | Two methods for approximating the distribution of a noncentral random variable by a central distribution in the same family are presented. The first consists of relating a stochastic expansion of a random variable to a corresponding asymptotic expansion for its distribution function. The second approximates the cumulant generating function and is used to provide central χ2 and gamma approximations to the noncentral χ2 and gamma distributions. |
| Keywords: | Asymptotic expansions of distributions noncentral χ 2 noncentral gamma stochastic expansions |