Abstract
Various statistical inferences related to chi-square tests lead to the problem of evaluating the probability of a weighted sum of chi-square variables.
Tables are available only for some special cases and the computation of the exact probabilities is very complicated due to the well-known problems of numerical integration. This paper presents the theoretical approach of an approximation and an easily implementable algorithm.
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Gabler, S., Wolff, C. A quick and easy approximation to the distribution of a sum of weighted chi-square variables. Statistische Hefte 28, 317–325 (1987). https://doi.org/10.1007/BF02932611
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DOI: https://doi.org/10.1007/BF02932611