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Is the Sum of Two Independant Chi-squared Distributions Again a Chi-squared Distribution?

The Annals of Probability

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Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables

The Annals of Probability

Published Past: Plant of Mathematical Statistics

The Annals of Probability

https://world wide web. jstor .org/stable/2243514

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Abstract

We suggest several Chi squared approximations to the distribution of a sum of independent random variables, and derive asymptotic expansions which evidence that the error of approximation is of order n-1 as n → ∞. The error may be reduced to n-three/2 by making a elementary secondary approximation.

Periodical Information

The purpose of The Annals of Probability is to publish contributions to the theory of probability and statistics and their applications. The emphasis is on importance and interest; formal novelty and mathematical correctness alone are not sufficient. Also appropriate are authoritative expository papers and surveys of areas in vigorous evolution. All papers are refereed.

Publisher Information

The purpose of the Constitute of Mathematical Statistics (IMS) is to foster the development and dissemination of the theory and applications of statistics and probability. The Institute was formed at a meeting of interested persons on September 12, 1935, in Ann Arbor, Michigan, equally a consequence of the feeling that the theory of statistics would be advanced by the formation of an system of those persons particularly interested in the mathematical aspects of the subject. The Annals of Statistics and The Annals of Probability (which supervene upon The Annals of Mathematical Statistics), Statistical Scientific discipline, and The Annals of Applied Probability are the scientific journals of the Establish. These and The IMS Message comprise the official journals of the Institute. The Institute has private membership and organizational membership. Dues are paid annually and include a subscription to the newsletter of the organization, The IMS Bulletin. Members also receive priority pricing on all other IMS publications.

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Source: https://www.jstor.org/stable/2243514