momentchi20.1.5 package

Moment-Matching Methods for Weighted Sums of Chi-Squared Random Variables

A collection of moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables. Methods include the Satterthwaite-Welch method, Hall-Buckley-Eagleson method, Wood's F method, and the Lindsay-Pilla-Basak method.

  • Maintainer: Dean Bodenham
  • License: GPL-2 | GPL-3
  • Last published: 2016-09-26