On moments of ratios of quadratic forms in normal variables (Q1103298): Difference between revisions
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Revision as of 01:52, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moments of ratios of quadratic forms in normal variables |
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On moments of ratios of quadratic forms in normal variables (English)
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1987
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Exact expressions for moments of ratios of quadratic forms in normal variables are considered. The emphasis is on their relationship with inverse moments of such quadratic forms. Multivariate extension of work of \textit{N. Cressie} and \textit{M. Borkent}, J. Stat. Plann. Inference 13, 337-344 (1986; Zbl 0592.60009), is briefly explored.
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moment-generating-function
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product moments
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Exact expressions
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moments of ratios of quadratic forms in normal variables
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inverse moments
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