SOME RESULTS RELATED TO DISTRIBUTION FUNCTIONS OF CHI-SQUARE TYPE RANDOM VARIABLES WITH RANDOM DEGREES OF FREEDOM

The main aim of this paper is to present some results related to asymptotic behavior of distribution functions of random variables of chi-square type $X^2_N={\Sigma}^N_{i=1}\;X^2_i$ with degrees of freedom N, where N is a positive integer-valued random variable independent on all standard normally distributed random variables $X_i$. Two ways for computing the distribution functions of chi-square type random variables with random degrees of freedom are considered. Moreover, some tables concerning considered distribution functions are demonstrated in Appendix.