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The Probability of a Negative Linear Combination of Independent Mean Squares

✍ Scribed by Andrea I. Khuri


Publisher
John Wiley and Sons
Year
1994
Tongue
English
Weight
480 KB
Volume
36
Category
Article
ISSN
0323-3847

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πŸ“œ SIMILAR VOLUMES


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