Moments of the product and ratio of two correlated chi-square variables

DOI10.1007/s00362-007-0105-0zbMath1309.62031OpenAlexW2019138128MaRDI QIDQ840986

Anwar H. Joarder

Publication date: 14 September 2009

Published in: Statistical Papers (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00362-007-0105-0

zbMATH Keywords

momentsbivariate chi-square distributionproduct of correlated chi-square variablesratio of correlated chi-square variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

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Cites Work

• Preliminary test ridge regression estimators with Student's \(t\) errors and conflicting test-statis\-tics
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Multivariate T-Distributions and Their Applications
• A Note on the Bivariate Chi Distribution
• THE DISTRIBUTION OF THE RATIO OF COVARIANCE ESTIMATES IN TWO SAMPLES DRAWN FROM NORMAL BIVARIATE POPULATIONS
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