Fitting the Distribution of Linear Combinations of <svg xmlns:xlink="http://www.w3.org/1999/xlink" xmlns="http://www.w3.org/2000/svg" style="vertical-align:-0.4619999pt" id="M1" height="10.7762pt" version="1.1" viewBox="-0.0657574 -10.3142 16.1157 10.7762" width="16.1157pt"><g transform="matrix(.017,0,0,-0.017,0,0)"><path id="g113-117" d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z"/></g><g transform="matrix(.017,0,0,-0.017,5.852,0)"><path id="g117-33" d="M535 230V280H52V230H535Z"/></g></svg> Variables with more than 2 Degrees of Freedom

<div>Estimated Bhattacharyya distance under the CF-based fitting as a function of <svg height="6.1673pt" id="M296" style="vertical-align:-0.2063904pt" version="1.1" viewbox="-0.0498162 -5.96091 5.60619 6.1673" width="5.60619pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M393 379C402 394 400 411 393 422C384 437 365 448 348 448C301 448 237 372 186 285H182L193 335C210 408 205 448 178 448C150 448 80 402 29 344L45 321C80 355 114 373 122 373C128 373 130 365 124 330C106 228 76 98 50 -5L57 -12C82 -5 112 3 132 6L172 203C196 256 234 304 254 329C275 355 293 367 306 367C318 367 330 360 342 348C347 343 355 343 365 350S386 367 393 379Z"></path></g></svg> for <svg height="11.5564pt" id="M297" style="vertical-align:-2.26807pt" version="1.1" viewbox="-0.0498162 -9.28833 73.8336 11.5564" width="73.8336pt" xmlns="http://www.w3.org/2000/svg" xmlns:xlink="http://www.w3.org/1999/xlink"><g transform="matrix(.013,0,0,-0.013,0,0)"><path d="M213 67C239 136 257 225 255 300C253 353 242 447 164 447C112 447 54 389 41 319L67 309C90 362 117 377 134 377C184 377 189 277 190 239C193 153 164 43 146 -12H176C278 73 450 253 450 390C450 439 410 463 396 463C384 463 380 459 382 449C385 440 389 415 389 402C389 284 312 146 216 67H213Z"></path></g><g transform="matrix(.013,0,0,-0.013,9.534,0)"><path d="M448 1V51H364C248 51 153 129 140 230H448V280H140C153 381 248 459 364 459H448V509H365C208 509 80 395 80 255S208 1 365 1H448Z"></path></g><g transform="matrix(.013,0,0,-0.013,20.03,0)"><path d="M293 -169V-141C218 -131 209 -90 209 -44C209 19 222 85 222 152C222 207 198 255 139 269V273C199 286 222 334 222 388C222 454 209 523 209 588C209 632 218 671 293 681V709C234 709 148 695 148 577C147 513 155 438 155 372C155 337 152 291 64 285V256C152 250 155 204 155 169C156 105 148 31 148 -41C148 -157 234 -169 293 -169Z"></path></g><g transform="matrix(.013,0,0,-0.013,24.541,0)"><path d="M412 140C382 77 369 73 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325 303 288C368 183 435 90 502 0H652L659 28C602 34 584 43 543 94C495 154 403 283 347 369L574 554C634 603 659 612 735 624L743 650Z"></path></g><g transform="matrix(.013,0,0,-0.013,13.449,0)"><path d="M448 1V51H364C248 51 153 129 140 230H448V280H140C153 381 248 459 364 459H448V509H365C208 509 80 395 80 255S208 1 365 1H448Z"></path></g><g transform="matrix(.013,0,0,-0.013,23.945,0)"><path d="M293 -169V-141C218 -131 209 -90 209 -44C209 19 222 85 222 152C222 207 198 255 139 269V273C199 286 222 334 222 388C222 454 209 523 209 588C209 632 218 671 293 681V709C234 709 148 695 148 577C147 513 155 438 155 372C155 337 152 291 64 285V256C152 250 155 204 155 169C156 105 148 31 148 -41C148 -157 234 -169 293 -169Z"></path></g><g transform="matrix(.013,0,0,-0.013,28.456,0)"><path d="M285 378C315 398 338 416 353 432C373 451 384 474 384 503C384 579 325 635 236 635H235C182 635 136 610 108 579L65 516L85 496C110 533 150 575 205 575C258 575 300 543 300 481C300 407 232 369 141 339L147 310C163 315 188 321 211 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d="M283 255V284C195 290 192 337 192 375C192 436 200 508 200 580C200 696 116 709 54 709V681C127 671 139 634 139 588C138 524 125 452 125 387C125 333 149 286 209 272V268C148 253 125 206 125 151C126 87 139 16 139 -47C139 -92 127 -131 54 -141V-169C115 -169 200 -152 200 -41C200 32 192 104 192 164C192 202 195 249 283 255Z"></path></g></svg>.</span></div>

Journal of Probability and Statistics

fig11

Figure 11

Figure 11: Fitting the Distribution of Linear Combinations of <svg xmlns:xlink="http://www.w3.org/1999/xlink" xmlns="http://www.w3.org/2000/svg" style="vertical-align:-0.4619999pt" id="M1" height="10.7762pt" version="1.1" viewBox="-0.0657574 -10.3142 16.1157 10.7762" width="16.1157pt"><g transform="matrix(.017,0,0,-0.017,0,0)"><path id="g113-117" d="M324 430H196L233 583L223 592L145 529L120 430H54L29 396L31 388H111L56 126C33 15 54 -12 77 -12C137 -12 214 57 250 95L233 119C208 92 155 59 138 59C126 59 120 70 131 125L186 390L298 394L324 430Z"/></g><g transform="matrix(.017,0,0,-0.017,5.852,0)"><path id="g117-33" d="M535 230V280H52V230H535Z"/></g></svg> Variables with more than 2 Degrees of Freedom 

Journal of Probability and Statistics

Fitting the Distribution of Linear Combinations of Variables with more than 2 Degrees of Freedom

Figure 11