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Chi Squared Approximations to the Distribution of a Sum of Independent Random Variables
The Annals of Probability
Vol. 11, No. 4 (Nov., 1983), pp. 1028-1036
Published by: Institute of Mathematical Statistics
Stable URL: http://www.jstor.org/stable/2243514
Page Count: 9
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We suggest several Chi squared approximations to the distribution of a sum of independent random variables, and derive asymptotic expansions which show that the error of approximation is of order n-1 as n → ∞. The error may be reduced to n-3/2 by making a simple secondary approximation.
The Annals of Probability © 1983 Institute of Mathematical Statistics