[R] accuracy of chi-square distribution approximations

Victoria Stodden vcs at stat.stanford.edu
Wed Mar 10 01:33:44 CET 2004


Hi there,

How accurate is the aproximation R makes to the Chi-Square distribution?
For example, if I run:

> qchisq(1/1000000,6)
[1] 0.03650857

how accurate is 0.0365 compared to the theoretical percentile? What kind
of approximations have been made in the software's algorithm? It woudl be
useful to know since I am working with tiny percentiles such as one
one-millionth and one one-billionth, and I am not sure how R comes up
with the percentile numbers.

Thanks for any help,
-Victoria




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