On the exact distribution of the difference between two chi-square variables

DOI10.1007/S40840-022-01373-2MaRDI QIDQ2089395zbMATH OpenOpenAlexWikidataFDO

Authors A. H. Joarder, M. Omar

Publication date 6 October 2022

Published in Bulletin of the Malaysian Mathematical Sciences Society. Second Series (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s40840-022-01373-2

zbMATH Keywords

control chartcumulative distribution functionmoments

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Characteristic functions; other transforms (60E10) Exact distribution theory in statistics (62E15) Applications of statistics in engineering and industry; control charts (62P30)

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Cites work

• A BESSEL FUNCTION DISTRIBUTION
• A comparison of several variance component estimators
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• A note on gamma difference distributions
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• Application of the Method of Mixtures to Quadratic Forms in Normal Variates
• Computing the distribution of quadratic forms in normal variables
• Distribution of a Sum of Weighted Chi-Square Variables
• Distribution of Definite and of Indefinite Quadratic Forms
• Distribution of Quadratic Forms and Some Applications
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• Quadratic unbiased estimation of variance components for the one-way classification
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• Storage capacity of a dam with gamma type inputs
• The distribution function of a linear combination of chi-squares
• The Variance Gamma Process and Option Pricing
• Variance-gamma approximation via Stein's method

Cited in

(6)

• The distribution of the difference between two t-variates
• On the use of difference of two proportions
• Expected absolute departure of chi-square from its median
• On the difference of two chi-square variates with application to outage probability computation
• On the gamma difference distribution
• On the product of correlated normal random variables and the noncentral chi-square difference distribution

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