On the exact distribution of the difference between two chi-square variables

DOI10.1007/S40840-022-01373-2zbMATH Open1496.62052OpenAlexW4296122223WikidataQ114218380 ScholiaQ114218380MaRDI QIDQ2089395FDOQ2089395

M. Omar, A. H. Joarder

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

Recommendations

• The exact distribution of indefinite quadratic forms in noncentral normal vectors
• The distribution of a linear combination of two correlated chi-square variables
• Moments of the product and ratio of two correlated chi-square variables
• The distribution function of a linear combination of chi-squares
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables

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)

Cites Work

• Storage capacity of a dam with gamma type inputs
• 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?)
• Computing the distribution of quadratic forms in normal variables
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Title not available (Why is that?)
• Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• A scaled difference chi-square test statistic for moment structure analysis
• The Variance Gamma Process and Option Pricing
• Multivariante information transmission
• The distribution function of a linear combination of chi-squares
• A note on gamma difference distributions
• A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
• Distribution of Quadratic Forms and Some Applications
• A BESSEL FUNCTION DISTRIBUTION
• Distribution of a Sum of Weighted Chi-Square Variables
• Variance-gamma approximation via Stein's method
• Application of the Method of Mixtures to Quadratic Forms in Normal Variates
• Distribution of Definite and of Indefinite Quadratic Forms
• Title not available (Why is that?)
• A mixture approximation to the distribution of a weighted sum of chi-squared variables
• A table of some percentage points of the distribution of a difference between independent chi-square variables
• A comparison of several variance component estimators
• Quadratic unbiased estimation of variance components for the one-way classification
• On the difference of two chi-square variates with application to outage probability computation

Cited In (4)

• On the gamma difference distribution
• 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

This page was built for publication: On the exact distribution of the difference between two chi-square variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2089395)