Statistical helpers#
Distribution functions used by the smooth-term tests, exposed for readers who want to reproduce a p-value by hand.
P[sum(w_j * chi²(d_j)) + sigma * N(0,1) > q] via Imhof (1961). |
|
Satterthwaite approximation: match first 2 moments to c * chi²(d). |
|
Smooth-term significance test from Wood (2013). |