Exact moments of a ratio of two positive quadratic forms in normal variables

DOI10.1080/03610928308828487zbMath0513.62019OpenAlexW2074604155MaRDI QIDQ3658901

Yogendra P. Chaubey, A. B. M. Nur Enayet Talukder

Publication date: 1983

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610928308828487

zbMATH Keywords

cumulantschi squareexact momentsconvergent infinite seriesnormal variablesraw momentratio of positive quadratic forms

Mathematics Subject Classification ID

Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)

Related Items

The Bessel ratio distribution, An approximation to the distribution of the ratio of two general quadratic forms with application, The exact distribution function of the ratio of two dependent quadratic forms, Sums, products, and ratios for the bivariate Lomax distribution, The distribution of sums, products and ratios for Lawrance and Lewis's bivariate exponential random variables, Sums and ratios for beta Stacy distribution, Sums, products, and ratios for Freund's bivariate exponential distribution, Unnamed Item, On sums of independent gamma eandom yariames, Products, and ratios for a bivariate gamma distribution, Sums, products, and ratios for the bivariate Gumbel distribution

Cites Work

• Unnamed Item
• Approximate Moments for the Serial Correlation Coefficient
• Testing the equality of the variances of two linear models
• Moments of a ratio of two positive quadratic forms in normal variables
• Distribution of Quadratic Forms and Ratios of Quadratic Forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance