کد مقاله کد نشریه سال انتشار مقاله انگلیسی نسخه تمام متن
1149651 957891 2012 16 صفحه PDF دانلود رایگان
عنوان انگلیسی مقاله ISI
Approximated distributions of the weighted sum of correlated chi-squared random variables
موضوعات مرتبط
مهندسی و علوم پایه ریاضیات ریاضیات کاربردی
پیش نمایش صفحه اول مقاله
Approximated distributions of the weighted sum of correlated chi-squared random variables
چکیده انگلیسی

We study the asymptotic behavior of the weighted sum of correlated chi-squared random variables. Both chi-squared and normal distributions are proved to approximate the exact distribution. These two approximations are established by matching the first two cumulants. Simulation comparison is made to study the performance of two approximations numerically. We find that the chi-squared approximation performs better than the normal one in the study.

ناشر
Database: Elsevier - ScienceDirect (ساینس دایرکت)
Journal: Journal of Statistical Planning and Inference - Volume 142, Issue 2, February 2012, Pages 457–472
نویسندگان
, ,