Thomas Lumley 12/6/2017

How to add chi-squareds

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This technical article discusses statistical methods for calculating tail probabilities of quadratic forms in Gaussian variables, which are distributed as linear combinations of independent chi-squared variables. It reviews 'exact' methods like Farebrother, Davies, and Bausch, as well as moment-based approximations like Satterthwaite, evaluating their performance for large numbers of terms and very small p-values, particularly in genetics applications.

How to add chi-squareds

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