On some accurate bounds for the quantiles of a non-central chi squared distribution

Christian Robert

Statistics & Probability Letters, 1990, vol. 10, issue 2, 101-106

Abstract: The quantiles of the central and non-central chi squared distributions cannot be expressed as explicit functions of the non-centrality parameter. We give in this paper an approximation of these quantiles in terms of the non-centrality parameter; this approximation is surprisingly good for the median.

Keywords: Quantile; approximation; chi; squared; distribution; non-centrality; parameter (search for similar items in EconPapers)
Date: 1990
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Citations: View citations in EconPapers (2)

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