On Approximations for the Central and Noncentral Distribution of the Generalized Variance
H.S. Steyn · Journal of the American Statistical Association · 1978
It is shown how the noncentral probability density function of the generalized variance can be approximated by a central probability density function under certain conditions by using moments and moment generating functions. It is also shown that these density functions can be approximated by a linear function of two gamma densities, which can readily be applied to practical problems. The theoretical results are verified by a sampling experiment.