momentchi2 (version 0.1.0)
Moment-Matching Methods for Weighted Sums of Chi-Squared Random
Variables
Description
A collection of moment-matching methods for computing the cumulative distribution function of a positively-weighted sum of chi-squared random variables. Methods include the Satterthwaite-Welch method, Hall-Buckley-Eagleson method, Wood's F method, and the Lindsay-Pilla-Basak method.