On approximating the central and noncentral multivariate gamma distributions

DOI10.1080/03610917808812073zbMATH Open0392.62036OpenAlexW2016022451MaRDI QIDQ4174095FDOQ4174095

Authors:

Publication date: 1978

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610917808812073

zbMATH Keywords

ApproximationExact MomentsLaguerre PolynomialsCentral Multivariate Gamma DistributionsMixed MomentsNoncentral Multivariate Gamma Distributions

Mathematics Subject Classification ID

Probability distributions: general theory (60E05) Multivariate distribution of statistics (62H10)

Cites Work

• Remarks on a Multivariate Gamma Distribution
• A Multivariate Gamma-Type Distribution
• THE JOINT DISTRIBUTION OF QUADRATIC FORMS AND RELATED DISTRIBUTIONS1
• Some Alternative Expansions for the Distribution Function of a Noncentral Chi-Square Random Variable
• Approximating the general non-normal variance-ratio sampling distributions
• The Joint Distribution of Traces of Wishart Matrices and Some Applications
• DOUBLY NON‐CENTRAL t DISTRIBUTION
• The noncentral bivariate chisquared distribution and extensions

Cited In (5)

• On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality
• The power function and an approximation for testing variance components in the presence of interaction in two-way random effects models
• Cumulants of bilinear forms and quadratic forms and their applications
• On approximating probability distributions of a statistic of brown-forsythe from normal and non-normal universes
• On comparing several straight lines under heteroscedasticity and robustness with respect to departure from normality

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