算法AS 204:卡方随机变量正线性组合的分布

Algorithm AS 204: The Distribution of a Positive Linear Combination of χ 2 Random Variables

Journal of the Royal Statistical Society. Series C: Applied Statistics · 1984
被引 84
ABS 3

中文导读

该论文提出了一种算法,用于计算卡方随机变量正线性组合的分布函数,对统计推断和假设检验有实际应用价值。

Abstract

R. W. Farebrother, Algorithm AS 204: The Distribution of a Positive Linear Combination of χ2 Random Variables, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 33, No. 3 (1984), pp. 332-339

统计学算法随机变量应用统计