The exact distribution of some positive definite quadratic forms of gamma or Dirichlet random variables

zbMATH Open1318.62038MaRDI QIDQ4905086FDOQ4905086

Authors: T. Royen 

Publication date: 15 February 2013

Full work available at URL: http://www.pphmj.com/abstract/7180.htm

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zbMATH Keywords

Dirichlet distributiongamma distributiondistribution of a positive definite diagonal quadratic form of Dirichlet random variablesdistribution of positive definite quadratic forms of gamma random variablesexact distribution of quadratic forms of non-normal random variablesgamma coefficient of variation testtest for the shape parameter of a gamma distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Multivariate distribution of statistics (62H10)

Cited In (1)

• The distribution of the square sum of Dirichlet random variables and a table with quantiles of Greenwood's statistic

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