[R] weighted sum of independent chi square random variables

Bert Gunter bgunter.4567 at gmail.com
Mon Feb 20 18:31:00 CET 2017


The quantile function is just the inverse of the distribution function, so
if you have the latter you can always get the former, e.g by simple
interpolation using approx(). Assuming you can't find it already written
for you of course.

Bert





On Feb 20, 2017 7:15 AM, "li li" <hannah.hlx at gmail.com> wrote:

> Hi all,
>    Is there a function in R that can calculate the quantiles or percentiles
> for the weighted sum of independent chi square random variables. I found a
> few functions for calculating probability distribution function for such
> random variables (e.g. pchisqsum..), but can not find any function for
> finding quantiles.
>    Thanks in advance.
>     Hanna
>
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>
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