Table 2:
Quantiles calculated using approximation (1) for the noncentral chi-square distribution with ν = 10 DF and noncentrality parameter λ = 2 in comparison with R function qchisq.
| R function | Approximation (1) | Difference* | Approximation (1) | Difference* | |
|---|---|---|---|---|---|
| p | qchisq | (h=0.0001) | (×105) | (h=0.00001) | (×105) |
| 0.0005 | 1.5414 | 1.5414 | 0.2167 | 1.5414 | 0.0127 |
| 0.0010 | 1.8012 | 1.8012 | 0.1303 | 1.8012 | 0.0076 |
| 0.0050 | 2.6229 | 2.6229 | 0.0404 | 2.6229 | 0.0023 |
| 0.0100 | 3.1103 | 3.1103 | 0.0249 | 3.1103 | 0.0014 |
| 0.0500 | 4.7796 | 4.7796 | 0.0088 | 4.7796 | 0.0005 |
| 0.1000 | 5.8929 | 5.8929 | 0.0060 | 5.8929 | 0.0003 |
| 0.3000 | 8.7711 | 8.7711 | 0.0040 | 8.7711 | 0.0002 |
| 0.7000 | 14.1344 | 14.1344 | 0.0054 | 14.1344 | 0.0003 |
| 0.9000 | 19.0887 | 19.0887 | 0.0130 | 19.0887 | 0.0008 |
| 0.9500 | 21.8055 | 21.8055 | 0.0241 | 21.8055 | 0.0014 |
| 0.9900 | 27.5151 | 27.5151 | 0.1077 | 27.5151 | 0.0062 |
| 0.9950 | 29.8092 | 29.8092 | 0.2111 | 29.8092 | 0.0120 |
| 0.9990 | 34.8901 | 34.8900 | 2.6279 | 34.8901 | 0.0570 |
| 0.9995 | 36.9975 | 36.9973 | 23.9978 | 36.9975 | 0.1144 |
Difference from R function qchisq