You need to be more explicit about what you are doing.
For this problem:
y = (x1 + x2)/2
where x1 and x2 are chi-square random variables, you want to use the pchisqsum() routine
found in the survey package. This is not a trivial computation.
For the alternate problem where y is a random choice of either x1 or x2
y = ifelse(z, x1, x2)
z is binomial and x1, x2 are chisq, then the suggestion by Peter Dalgaard is
correct.
Which of these two are you trying to solve?
Terry Therneau
On 06/02/2013 05:00 AM, r-help-requ...@r-project.org wrote:
Em 01-06-2013 05:26, Tiago V. Pereira escreveu:
> 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?
>
>
> All the best,
>
> Tiago
>
______________________________________________
R-help@r-project.org mailing list
https://stat.ethz.ch/mailman/listinfo/r-help
PLEASE do read the posting guide http://www.R-project.org/posting-guide.html
and provide commented, minimal, self-contained, reproducible code.
