Abstract
We show that moments of the truncated normal distribution provide upper bounds on the tails of the non-central chi-squared distribution, then develop upper bounds for the former.
Disciplines
Numerical Analysis and Computation
Suggested Citation
Cook, John D., "Upper bounds on non-central chi-squared tails and truncated normal moments" (October 2010). UT MD Anderson Cancer Center Department of Biostatistics Working Paper Series. Working Paper 62.
http://biostats.bepress.com/mdandersonbiostat/paper62