Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom

DOI10.1016/S0167-7152(01)00165-1MaRDI QIDQ1612969zbMATH OpenFDO

Authors Viktor Witkovský

Publication date 5 September 2002

Published in Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

characteristic functioninverted gamma distributioninverted chi-square distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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Cites work

• scientific article; zbMATH DE number 3814037 (Why is no real title available?)
• Computing the distribution of a linear combination of inverted gamma variables.
• Note on the inversion theorem
• On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables
• The Distribution of Linear Combinations of t-Variables

Cited in

(17)

• On the density of the sum of two independent Student \(t\)-random vectors
• On the efficient calculation of a linear combination of chi-square random variables with an application in counting string vacua
• Computing the distribution of a linear combination of inverted gamma variables.
• Fitting the distribution of linear combinations of \(t\)-variables with more than 2 degrees of freedom
• On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables
• Improved point estimation for inverse gamma regression models
• scientific article; zbMATH DE number 3974048 (Why is no real title available?)
• A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom
• scientific article; zbMATH DE number 4105527 (Why is no real title available?)
• Proposal for a cross layer scheme for real-time wireless video
• Statistical inference for reciprocal gamma diffusion process
• On the linear combination of the inverted Dirichlet components
• Reparameterized inverse gamma regression models with varying precision
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Student processes
• The distribution of a linear combination of two correlated chi-square variables

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