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- Title
SOME APPROXIMATIONS TO THE DISTRIBUTION OF ECONOMETRIC CRITERIA WHICH ARE ASYMPTOTICALLY DISTRIBUTED AS CHI-SQUARED.
- Authors
Sargan, J. D.
- Abstract
This paper is concerned with giving general conditions for the validity of an approximation to a distribution function by means of the weighted sum of a set of Chi-squared distribution functions. The conditions are very similar to those of [3]. The approximation is illustrated by an example of its use.
- Subjects
DISTRIBUTION (Probability theory); APPROXIMATION theory; MATHEMATICAL functions; CHI-squared test; STATISTICAL hypothesis testing; ANALYSIS of variance; CHARACTERISTIC functions; PROBABILITY theory; MATHEMATICAL analysis; MATHEMATICS
- Publication
Econometrica, 1980, Vol 48, Issue 5, p1107
- ISSN
0012-9682
- Publication type
Article
- DOI
10.2307/1912174