On Jun 1, 2013, at 06:32 , Tiago V. Pereira wrote: > Hello, R users! > > I am struggling with the following problem: > > I need to compute a P-value for a mixture of two chi-squared > distributions. My P-value is given by: > > P = 0.5*prob(sqrt(chi2(1)) <= x) + 0.5*prob(sqrt(chi2(2)) <= x) > > In words, I need to compute the p-value for 50–50 mixture of the square > root of a chi-squared random variable with 1 degree of freedom and the > square root of a chi-squared with two degrees of freedom. > > Although I can quickly simulate data, the P-values I am looking for are at > the tail of the distribution, that is, alpha levels below 10^-7. Hence, > simulation is not efficient. > > Are you aware of smart approach?
Er,... Anything wrong with 0.5 * pchisq(x^2, 1) + 0.5 * pchisq(x^2, 2) ??? -pd > > > All the best, > > Tiago > > ______________________________________________ > R-help@r-project.org mailing list > https://stat.ethz.ch/mailman/listinfo/r-help > PLEASE do read the posting guide http://www.R-project.org/posting-guide.html > and provide commented, minimal, self-contained, reproducible code. -- Peter Dalgaard, Professor, Center for Statistics, Copenhagen Business School Solbjerg Plads 3, 2000 Frederiksberg, Denmark Phone: (+45)38153501 Email: pd....@cbs.dk Priv: pda...@gmail.com ______________________________________________ R-help@r-project.org mailing list https://stat.ethz.ch/mailman/listinfo/r-help PLEASE do read the posting guide http://www.R-project.org/posting-guide.html and provide commented, minimal, self-contained, reproducible code.