Distribution of a Sum of Weighted Noncentral Chi-Square Variables

• Autores: Antonia Castaño Martínez , Fernando López Blázquez
• Localización: Test: An Official Journal of the Spanish Society of Statistics and Operations Research, ISSN-e 1863-8260, ISSN 1133-0686, Vol. 14, Nº. 2, 2005, págs. 397-416
• Idioma: inglés
• DOI: 10.1007/bf02595410
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• Resumen

  • We derive Laguerre expansions for the density and distribution functions of a sum of positive weighted noncentral chi-square variables. The procedure that we use is based on the inversion of Laplace transforms. The formulas so obtained depend on certain parameters, which adequately chosen will give some expansions already known in the literature and some new ones. We also derive precise bounds for the truncation error.