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

DOI10.1016/S0167-7152(01)00165-1zbMath0992.62011MaRDI QIDQ1612969

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

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• The Distribution of Linear Combinations of t-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