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Two Simple Approximations to the Distributions of Quadratic Forms
Many test statistics are asymptotically equivalent to quadratic forms of normal variables, which are further equivalent to [Formula: see text] with z(i) being independent and following N(0, 1). Two approximations to the distribution of T have been implemented in popular software and are widely used...
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| Main Authors: | , |
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| Formato: | Artigo |
| Idioma: | Inglês |
| Publicado em: |
2009
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| Assuntos: | |
| Acesso em linha: | https://ncbi.nlm.nih.gov/pmc/articles/PMC2909386/ https://ncbi.nlm.nih.gov/pubmed/19793410 https://ncbi.nlm.nih.govhttp://dx.doi.org/10.1348/000711009X449771 |
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