The Mellin Transform to Manage Quadratic Forms in Normal Random Variables

DOI10.1080/10618600.2022.2034639MaRDI QIDQ5057280zbMATH OpenOpenAlexFDO

Authors Aldo Gardini, Fedele Greco, Carlo Trivisano

Publication date 16 December 2022

Published in Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/10618600.2022.2034639

zbMATH Keywords

chi-square linear combinationcomputational probabilityintegral transformnumerical inversion

Mathematics Subject Classification ID

Statistics (62-XX)

Cites work

• Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
• Application of the Method of Mixtures to Quadratic Forms in Normal Variates
• Asymptotics and Mellin-Barnes integrals
• Computing the distribution of quadratic forms in normal variables
• Evaluating the density of ratios of noncentral quadratic forms in normal variables
• Exact distributions of intraclass correlation and Cronbach's alpha with Gaussian data and general covariance
• scientific article; zbMATH DE number 54139 (Why is no real title available?)
• scientific article; zbMATH DE number 3050768 (Why is no real title available?)
• Miscellanea. Saddlepoint approximations for distributions of quadratic forms in normal variables
• NIST handbook of mathematical functions
• On sums of independent gamma eandom yariames
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
• Some Applications of the Mellin Transform in Statistics
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
• The exact density function of the ratio of two dependent linear combinations of chi-square variables
• The Fourier-series method for inverting transforms of probability distributions

Cited in

(2)

• QF
• Design and structure dependent priors for scale parameters in latent Gaussian models

Describes a project that uses

Uses Software

• R
• Rcpp
• AS 204
• CompQuadForm
• DLMF

This page was built for publication: The Mellin Transform to Manage Quadratic Forms in Normal Random Variables

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5057280)