[R] How to compute the P-value for a mixture of chi^2 distributions

[peter dalgaard]

On Jun 12, 2011, at 03:36 , Thomas Lumley wrote:

> On Sun, Jun 12, 2011 at 12:44 PM, Tiago Pereira
> <tiago.pereira at mbe.bio.br> wrote:
> 
>> The test I am working on has an asymptotic 0.5*chi2(1)+0.5*chi2(2)
>> distribution, where numbers inside parenthesis stand for the degrees of
>> freedom. Is is possible to compute quickly in R the cumulative distribution
>> of that distribution?
>> 
> 
> There appear to be pchibar() functions in both the ibdreg and ic.infer
> packages that should do want you want.  Simulation is also fairly
> efficient.

Assuming that you mean a 50-50 mixture of the two, it should also work just to take the average of the two CDFs. The integral is a linear operator after all. 

-- 
Peter Dalgaard
Center for Statistics, Copenhagen Business School
Solbjerg Plads 3, 2000 Frederiksberg, Denmark
Phone: (+45)38153501
Email: pd.mes at cbs.dk  Priv: PDalgd at gmail.com