weightedChi2P: Tail Probability for Chi Square Convolution Random Variable

In flintyR: Simple and Flexible Tests of Sample Exchangeability

Tail Probability for Chi Square Convolution Random Variable

Description

Computes P(X > val) where X = w_1 Y + w_2 Z, where Y is chi square distributed with d_1 degrees of freedom, Z is chi square distributed with d_2 degrees of freedom, and w_1 and w_2 are weights with w_2 assumed positive. The probability is computed using numerical integration of the densities of the two chi square distributions. (Method: trapezoidal rule)

Usage

weightedChi2P(val, w1, w2, d1, d2)

Arguments

val	observed statistic
w1	weight of first chi square rv
w2	weight of second chi square rv, assumed positive
d1	degrees of freedom of first chi square rv
d2	degrees of freedom of second chi square rv

Details

This is used in the large P asymptotics of the permutation test.

Dependencies: None

Value

1 - CDF = P(X > val)

flintyR documentation built on March 31, 2023, 8:19 p.m.