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The exact density function of the ratio of two dependent linear combinations of chi-square variables

✍ Scribed by Serge B. Provost; Edmund M. Rudiuk


Book ID
104934012
Publisher
Springer Japan
Year
1994
Tongue
English
Weight
589 KB
Volume
46
Category
Article
ISSN
0020-3157

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The distribution function of a linear co
✍ P.G. Moschopoulos; W.B. Canada πŸ“‚ Article πŸ“… 1984 πŸ› Elsevier Science 🌐 English βš– 278 KB

The distribution function of a linear combination of independent central chi-square random variables is obtained in a straightfoward manner by inverting the moment generating function. The distribution is expressed as an infinite gamma series whose terms can be computed efficiently to a sufficient d