A note on Stein equation for weighted sums of independent $\chi^{2}$ distributions

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Xiaohui Chen , Partha Dey This is my paper · ORCID

classification math.PRmath.STstat.TH

keywords distributionsequationindependentnotesteinsumsweightedprovides

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abstract

This note provides the Stein equation for weighted sums of independent $\chi^{2}$ distributions.