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

momentscumulative distribution functioncontrol chart

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

• scientific article; zbMATH DE number 486467 (Why is no real title available?)
• scientific article; zbMATH DE number 273667 (Why is no real title available?)
• scientific article; zbMATH DE number 3251917 (Why is no real title available?)
• A BESSEL FUNCTION DISTRIBUTION
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• A comparison of several variance component estimators
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• A note on gamma difference distributions
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• A table of some percentage points of the distribution of a difference between independent chi-square variables
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• Computing the distribution of quadratic forms in normal variables
• Distribution of Definite and of Indefinite Quadratic Forms
• Distribution of Quadratic Forms and Some Applications
• Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
• Distribution of a Sum of Weighted Chi-Square Variables
• Multivariante information transmission
• On the difference of two chi-square variates with application to outage probability computation
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• 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 Variance Gamma Process and Option Pricing
• The distribution function of a linear combination of chi-squares
• Variance-gamma approximation via Stein's method

Cited in

(5)

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

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