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- W2133551452 abstract "This paper uses a uniform saddlepoint approximation to obtain extreme tail areas for a linear combination of independent chi-square random variables. The approximation uses a transformation of the tail area coming from the Fourier inversion of the characteristic function. The transformation yields a quadratic in the exponent. A Taylor's expansion of the Jacobian leads to the approximation. The approximation is shown to be easy to compute and very accurate in the extreme tails." @default.
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- W2133551452 date "1993-03-01" @default.
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- W2133551452 title "Tail areas of linear combinations of chi-squares and non-central chi-squares" @default.
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- W2133551452 doi "https://doi.org/10.1080/00949659308811484" @default.
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