Liu, Huan; Tang, Yongqiang; Zhang, Hao Helen - In: Computational Statistics & Data Analysis 53 (2009) 4, pp. 853-856
This note proposes a new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables. The unknown parameters are determined by the first four cumulants of the quadratic forms. The proposed method is compared with Pearson's three-moment...