satterthwaite#

superglm.satterthwaite(
q: float,
weights: NDArray,
df: NDArray | None = None,
) → tuple[float, float, float]#

Satterthwaite approximation: match first 2 moments to c * chi²(d).

Parameters:
qfloat

Test statistic.

weightsarray

Weights of the chi² mixture.

dfarray, optional

Degrees of freedom per term (default all 1).

Returns:
p_valuefloat

Upper tail probability under c * chi²(d).

cfloat

Scale parameter.

dfloat

Effective degrees of freedom.