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, Volume 14, Issue 2, pp 397–415 | Cite as

Distribution of a sum of weighted noncentral chi-square variables

  • Antonia Castaño-MartínezEmail author
  • Fernando López-Blázquez
Article

Abstract

We derive Laguerre expansions for the density and distribution functions of a sum of positive weighted noncentral chi-square variables. The procedure that we use is based on the inversion of Laplace transforms. The formulas so obtained depend on certain parameters, which adequately chosen will give some expansions already known in the literature and some new ones. We also derive precise bounds for the truncation error.

Key Words

Laguerre expansion chi-square distribution truncation error inverse Laplace transform 

AMS subject classification

62E15 62E17 

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Copyright information

© Sociedad Española de Estadistica e Investigacion Operativa 2005

Authors and Affiliations

  • Antonia Castaño-Martínez
    • 1
    Email author
  • Fernando López-Blázquez
    • 2
  1. 1.Departamento de Estadística e Investigación OperativaUniversidad de CádizSpain
  2. 2.Departamento de Estadística e Investigación OperativaUniversidad de SevillaSpain

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