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

DOI10.1016/S0167-7152(01)00165-1zbMATH Open0992.62011MaRDI QIDQ1612969FDOQ1612969

Authors: Viktor Witkovský 

Publication date: 5 September 2002

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

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zbMATH Keywords

characteristic functioninverted gamma distributioninverted chi-square distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cites Work

• Title not available (Why is that?)
• 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
• Computing the distribution of a linear combination of inverted gamma variables.

Cited In (17)

• Computing the distribution of a linear combination of inverted gamma variables.
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• Reparameterized inverse gamma regression models with varying precision
• Proposal for a cross layer scheme for real-time wireless video
• Parameter estimation for reciprocal gamma Ornstein-Uhlenbeck type processes
• Title not available (Why is that?)
• On the efficient calculation of a linear combination of chi-square random variables with an application in counting string vacua
• On the density of the sum of two independent Student \(t\)-random vectors
• Statistical inference for reciprocal gamma diffusion process
• On the linear combination of the inverted Dirichlet components
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Improved point estimation for inverse gamma regression models
• On the exact computation of the density and of the quantiles of linear combinations of \(t\) and \(F\) random variables
• Fitting the distribution of linear combinations of \(t\)-variables with more than 2 degrees of freedom
• Student processes
• A Distribution on the Simplex Arising from Inverted Chi-square Random Variables with Odd Degrees of Freedom
• The distribution of a linear combination of two correlated chi-square variables

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