Inequalities for noncentral chi-square distributions

W.C.M. Kallenberg

doi:10.1016/0167-7152(90)90067-H

Inequalities for noncentral chi-square distributions

W.C.M. Kallenberg

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Abstract

An upper and lower bound are presented for the difference between the distribution functions of noncentral chi-square variables with the same degrees of freedom and different noncentralities. The inequalities are applied in a comparison of two approximations to the power of Pearson's chi-square test.

Original language	Undefined
Pages (from-to)	273-278
Number of pages	6
Journal	Statistics & probability letters
Volume	0
Issue number	9
DOIs	https://doi.org/10.1016/0167-7152(90)90067-H
Publication status	Published - 1990

Keywords

exponential family
Pearson's chi-square test
METIS-140486
Contamination family
Noncentral χ2 distribution
IR-72848

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10.1016/0167-7152(90)90067-H

Kallenberg90inequalities

Cite this

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title = "Inequalities for noncentral chi-square distributions",

abstract = "An upper and lower bound are presented for the difference between the distribution functions of noncentral chi-square variables with the same degrees of freedom and different noncentralities. The inequalities are applied in a comparison of two approximations to the power of Pearson's chi-square test.",

keywords = "exponential family, Pearson's chi-square test, METIS-140486, Contamination family, Noncentral χ2 distribution, IR-72848",

author = "W.C.M. Kallenberg",

year = "1990",

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T1 - Inequalities for noncentral chi-square distributions

AU - Kallenberg, W.C.M.

PY - 1990

Y1 - 1990

N2 - An upper and lower bound are presented for the difference between the distribution functions of noncentral chi-square variables with the same degrees of freedom and different noncentralities. The inequalities are applied in a comparison of two approximations to the power of Pearson's chi-square test.

AB - An upper and lower bound are presented for the difference between the distribution functions of noncentral chi-square variables with the same degrees of freedom and different noncentralities. The inequalities are applied in a comparison of two approximations to the power of Pearson's chi-square test.

KW - exponential family

KW - Pearson's chi-square test

KW - METIS-140486

KW - Contamination family

KW - Noncentral χ2 distribution

KW - IR-72848

U2 - 10.1016/0167-7152(90)90067-H

DO - 10.1016/0167-7152(90)90067-H

M3 - Article

SN - 0167-7152

VL - 0

SP - 273

EP - 278

JO - Statistics & probability letters

JF - Statistics & probability letters

IS - 9

ER -