A simple form for the inverse moments of non-central \(\chi ^ 2\) and F random variables and certain confluent hypergeometric functions

DOI10.1016/0304-4076(84)90048-4zbMath0559.62011OpenAlexW2058619284MaRDI QIDQ2266305

Thomas A. Yancey, George G. Judge, Mary Ellen Bock

Publication date: 1984

Published in: Journal of Econometrics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0304-4076(84)90048-4

zbMATH Keywords

inverse momentsnon-central chi-squareconfluent hypergeometric functionsestimatorsF random variables

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Classical hypergeometric functions, ({}_2F_1) (33C05)

Related Items (9)

From unit root to Stein's estimator to Fisher's \(k\) statistics: If you have a moment, I can tell you more ⋮ Inverse factorial moments ⋮ On moments of ratios of quadratic forms in normal variables ⋮ A theoretical analysis of one-dimensional discrete generation ensemble Kalman particle filters ⋮ Bayesian inference and prediction for mean-mixtures of normal distributions ⋮ Recurrence relations for noncentral density, distribution functions and inverse moments ⋮ On some accurate bounds for the quantiles of a non-central chi squared distribution ⋮ Estimating the variability of the Stein estimator by bootstrap ⋮ Generalized inverse normal distributions

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• An explicit formula for the risk of James-Stein estimators
• Proper Bayes Minimax Estimators of the Multivariate Normal Mean
• Negative Moments of Positive Random Variables
• Linear Statistical Inference and its Applications

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