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

DOI10.1007/S00362-007-0105-0zbMATH Open1309.62031OpenAlexW2019138128MaRDI QIDQ840986FDOQ840986

A. 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

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zbMATH Keywords

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

Mathematics Subject Classification ID

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

Cites Work

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

Cited In (7)

• Percentage points of the product of two correlated t varlates
• On a Correlated Variance Ratio Distribution and Its Industrial Application
• Distribution of product and quotient of bivariate generalized exponential distribution
• On some characteristics of bivariate chi-square distribution
• The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
• Approximating the probability density function of a transformation of random variables
• On the Bivariate Kummer-Beta Type IV Distribution

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