Accession Number:

AD0620288

Title:

APPROXIMATIONS TO THE DISTRIBUTION FUNCTION OF SUMS OF INDEPENDENT CHI RANDOM VARIABLES.

Descriptive Note:

Technical rept.,

Corporate Author:

STANFORD UNIV CALIF DEPT OF STATISTICS

Personal Author(s):

Report Date:

1965-08-03

Pagination or Media Count:

27.0

Abstract:

The problem is considered of approximating the distribution function, F sub n, where there are n independent standard normal random variables. Three well known approximations, the Edgeworth, the Cramer, and a Saddlepoint approximation are described. Another saddlepoint approximation is derived. The problem is discussed of calculating the moment generating function of F sub 1 for complex values of its argument. The four approximations to F sub n are compared for several cases and it is seen that the second saddlepoint approximation yields better results in each case. Author

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE