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Inequalities for noncentral chi-square distributions

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  • Kallenberg, Wilbert C. M.

Abstract

An upper and lower bound are presented for the difference between the distribution functions of noncentral chi-square variables with the same degrees of freedom and different noncentralities. The inequalities are applied in a comparison of two approximations to the power of Pearson's chi-square test.

Suggested Citation

  • Kallenberg, Wilbert C. M., 1990. "Inequalities for noncentral chi-square distributions," Statistics & Probability Letters, Elsevier, vol. 9(3), pages 273-278, March.
    • Handle: RePEc:eee:stapro:v:9:y:1990:i:3:p:273-278
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