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

MaRDI QIDQ4905086zbMATH OpenFDO

Authors T. Royen

Publication date 15 February 2013

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

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)

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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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