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The Exact Distribution of the Ratio of a Linear Combination of Chi-Square Variables over the Root of a Product of Chi-Square Variables

✍ Scribed by Serge B. Provost


Book ID
115056701
Publisher
John Wiley and Sons
Year
1986
Tongue
French
Weight
295 KB
Volume
14
Category
Article
ISSN
0319-5724

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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