On the Distribution of Linear Combinations of Chi-Square Random Variables

DOI10.1007/978-3-030-42196-0_9MaRDI QIDQ5050413zbMATH OpenOpenAlexFDO

Authors Carlos A. Coelho

Publication date 15 November 2022

Published in Emerging Topics in Statistics and Biostatistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-3-030-42196-0_9

zbMATH Keywords

asymptotic distributionBehrens-Fisher problemBehrens-Fisher statisticcharacteristic functionlinear combinations of chi-square random variablesnear-exact distributionquadratic forms (distribution of)ratios of linear combinations of chi-square random variablessums of gamma random variables

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10)

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Cited in

(7)

• The distribution function of a linear combination of chi-squares
• Convergence Towards Linear Combinations of Chi-Squared Random Variables: A Malliavin-Based Approach
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
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• On the distribution of linear combinations of the components of a Dirichlet random vector
• On the difference of two chi-square variates with application to outage probability computation
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