A gamma analogue of the wilson-hilferty transformation

Wilson and Hilferty's (1931) idea of transforming a chi-square variate in order to construct a Gaussian approximation for it by accelerating its convergence to normality is now seen to be applicable to a variety of asymptotically normal statistics. In this paper we propose a similar development...

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Bibliographic Details
Published in:Communications in statistics. Simulation and computation 1998-01, Vol.27 (1), p.21-37
Main Authors: Mudholkar, Govind S., Trivedi, Madhu C., van der Meulen, Edward C.
Format: Article
Language:English
Subjects:
asymptotic chi-square distribution
Distribution theory
Exact sciences and technology
likelihood ratio
Linear inference, regression
Mathematics
Multivariate analysis
noncentral chi-square
Probability and statistics
sample variance
Sciences and techniques of general use
Statistics
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Summary:Wilson and Hilferty's (1931) idea of transforming a chi-square variate in order to construct a Gaussian approximation for it by accelerating its convergence to normality is now seen to be applicable to a variety of asymptotically normal statistics. In this paper we propose a similar development for asymptotically chi
ISSN:0361-0918
1532-4141
DOI:10.1080/03610919808813462