Saddlepoint Approximation to Quadratic Form and Application to Intraclass Correlation Coefficient

  • Na, Jong-Hwa (Dept. of Information and Statistics, Chungbuk National University)
  • Published : 2008.04.30

Abstract

In this paper we studied the saddlepoint approximations to the distribution of quadratic forms in normal variables. We derived the approximations as a special case of Na & Kim (2005). Also applications to a statistic which concerns intraclass correlation coefficient are presented. Simulations show the accuracy and availability of the suggested approximations.