The distribution function of a linear combination of chi-squares

DOI10.1016/0898-1221(84)90066-XzbMath0576.62022MaRDI QIDQ1064688

W. B. Canada, Panagis G. Moschopoulos

Publication date: 1984

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

zbMATH Keywords

variablesmoment generating functiontableinfinite gamma serieslinear combination of independent central chi-square randomlinear combination of independent central chi-square random variables

Mathematics Subject Classification ID

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

Related Items (13)

On the Distribution of Linear Combinations of Chi-Square Random Variables ⋮ Exact PDF equations and closure approximations for advective-reactive transport ⋮ Analysis of cross‐over experiments with count data in the presence of carry‐over effects ⋮ The bootstrap for testing the equality of two multivariate time series with an application to financial markets ⋮ A new test for two-sample location problem based on empirical distribution function ⋮ On the Bayesian estimation for Cronbach's alpha ⋮ On the distribution of extended CIR model ⋮ A note on moment inequality for quadratic forms ⋮ On the covariance-Hessian relation in evolution strategies ⋮ Typical decision problems in the first-order autoregressive time series ⋮ Inference in ordered response games with complete information ⋮ On the exact distribution of the difference between two chi-square variables ⋮ Time-averaged mean squared displacement ratio test for Gaussian processes with unknown diffusion coefficient

Cites Work

• Storage capacity of a dam with gamma type inputs
• Distribution of Quadratic Forms and Some Applications
• Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
• A mixture approximation to the distribution of a weighted sum of chi-squared variables
• A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
• Distribution of a Sum of Weighted Chi-Square Variables
• Computing the distribution of quadratic forms in normal variables
• Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables

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