Approximations to noncentral distributions
David Roxbee Cox, Nancy M. Reid · Canadian Journal of Statistics · 1987
Abstract Two methods for approximating the distribution of a noncentral random variable by a central distribution in the same family are presented. The first consists of relating a stochastic expansion of a random variable to a corresponding asymptotic expansion for its distribution function. The second approximates the cumulant generating function and is used to provide central χ2and gamma approximations to the noncentral χ2and gamma distributions.