On the distribution of half the mean square successive difference
B. K. Shah
Biometrika, 1970, vol. 57, issue 1, 193-198
Abstract:
SummaryA convenient convergent method of computing the distribution function of half the mean square successive difference based on the Laguerre polynomial representation is obtained. This method does not require any use of quadrature formulae in computing probabilities and is suitable for digital computers for any linear combination of chi-squared variables with positive weights.
Date: 1970
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