On linear functions of certain noncentral versions of independent gamma variables

DOI10.1016/0047-259X(92)90065-NzbMATH Open0746.62011MaRDI QIDQ1191997FDOQ1191997

Authors: Arakaparampil M. Mathai 

Publication date: 27 September 1992

Published in: Journal of Multivariate Analysis (Search for Journal in Brave)

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zbMATH Keywords

Laguerre polynomialspower serieszonal polynomialsdensity functions of quadratic expressionsexact distributions of quadratic expressionsgamma seriesgeneral Laplace transformnon-central version of linear functions of gamma variablesnoncentral versions of independent gamma variablessingular normal variables

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10) Quadratic and bilinear forms, inner products (15A63) Laplace transform (44A10) Applications of hypergeometric functions (33C90)

Cites Work

• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Title not available (Why is that?)
• Title not available (Why is that?)
• Title not available (Why is that?)
• On the distribution of a quadratic form in a multivariate normal sample
• Title not available (Why is that?)
• Further results on the trace of a noncentral wishart matrix
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Asymptotic Expansions of the Non-Null Distribution of the Likelihood Ratio Criterion for Multisample Sphericity
• On the distribution of the multivariate quadratic form in multivariate normal samples
• The Distribution of the Ratios of Certain Quadratic Forms in Time Series

Cited In (3)

• The distribution of hermitian indefinite quadratic forms
• Hypergeometric Functions of Many Matrix Variables and Distributions of Generalized Quadratic Forms
• Moments of generalized quadratic forms and distributions of certain multivariate test statistics

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