The exact distribution function of the ratio of two dependent quadratic forms

DOI10.1080/03610926.2017.1388400MaRDI QIDQ5075555zbMATH OpenOpenAlexFDO

Authors Edmund M. Rudiuk, Aleksander Kowalski

Publication date 16 May 2022

Published in Communications in Statistics: Theory and Methods (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610926.2017.1388400

zbMATH Keywords

distribution functiongamma and chi square variableslinear combinationquadratic forms

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

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Cites work

• An approximation to the distribution of the ratio of two general quadratic forms with application
• Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods
• Exact moments of a ratio of two positive quadratic forms in normal variables
• scientific article; zbMATH DE number 3123516 (Why is no real title available?)
• scientific article; zbMATH DE number 3824228 (Why is no real title available?)
• scientific article; zbMATH DE number 3357817 (Why is no real title available?)
• Moments of a ratio of two positive quadratic forms in normal variables
• Moments of ratios of quadratic forms
• On the joint distribution of a quadratic and a linear form in normal variables
• 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
• Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, II. Effects of Inequality of Variance and of Correlation Between Errors in the Two-Way Classification
• Testing the equality of the variances of two linear models

Cited in

(3)

• The exact distribution function of the ratio of two quadratic forms in noncentral normal variables
• The exact density function of the ratio of two dependent linear combinations of chi-square variables
• Distributions of ratios of random variables from the power-quadratic exponential family and applications

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