A Note on the Transformation of Chi-Squared Variables to Normality

Authors
Hawkins, Douglas M. Wixley, R. A. J.
Citation
M. Hawkins, Douglas et J. Wixley, R. A., A Note on the Transformation of Chi-Squared Variables to Normality, American statistician , 40(4), 1986, pp. 296-298
Journal title
American statistician → ACNP
ISSN journal
00031305
Volume
40
Issue
4
Year of publication
1986
Pages
296 - 298
Database
ACNP
SICI code
Abstract
It is shown that the fourth root of a chi-squared distributed random variable has a distribution that is very close to normal for all degrees of freedom.The parameters of the approximating normal distribution are given exactly in terms of the gamma function, and a simpler approximation involving only square and fourth roots of functions of the number of degrees of freedom is also given.