On moments of ratios of quadratic forms in normal variables (Q1103298)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On moments of ratios of quadratic forms in normal variables |
scientific article |
Statements
On moments of ratios of quadratic forms in normal variables (English)
0 references
1987
0 references
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.
0 references
moment-generating-function
0 references
product moments
0 references
Exact expressions
0 references
moments of ratios of quadratic forms in normal variables
0 references
inverse moments
0 references
