Thank you very much, Rui and Peter, for you detailed and helpful tips! It worked like a charm! I would spend more two weeks (or more) to figure out that by myself.
Cheers! Tiago > Hello, > > No, nothing wrong. (I feel silly for not having noticed it.) In fact not > only it's much simpler but it's also more accurate than the use of > accurate with the default rel.tol. > It should be better, however, to use lower.tail = FALSE, since the op > wants p-values. > > 0.5 * pchisq(x^2, 1, lower.tail = FALSE) + 0.5 * pchisq(x^2, 2, > lower.tail = FALSE) > > Rui Barradas > > Em 01-06-2013 14:57, peter dalgaard escreveu: >> >> On Jun 1, 2013, at 06:32 , Tiago V. Pereira wrote: >> >>> 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? >> >> Er,... >> >> Anything wrong with >> >> 0.5 * pchisq(x^2, 1) + 0.5 * pchisq(x^2, 2) >> >> ??? >> >> -pd >> >> >>> >>> >>> 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. >> > ______________________________________________ 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.
