Hello,
No, nothing wrong. (I feel silly for not having noticed it.) In fact not
only it's much simpler but it's also more accurate than the use of
accurate with the default rel.tol.
It should be better, however, to use lower.tail = FALSE, since the op
wants p-values.
0.5 * pchisq(x^2, 1, lower.tail = FALSE) + 0.5 * pchisq(x^2, 2,
lower.tail = FALSE)
Rui Barradas
Em 01-06-2013 14:57, peter dalgaard escreveu:
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
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