Moments of a ratio of two positive quadratic forms in normal variables

DOI10.1080/03610918108812226zbMath0482.62006OpenAlexW1480313540MaRDI QIDQ3940631

Yogendra P. Chaubey, T. D. Dwivedi

Publication date: 1981

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918108812226

zbMATH Keywords

hypergeometric seriesmoment generating functiontesting equality of variancesbivariate chi- square

Mathematics Subject Classification ID

Software, source code, etc. for problems pertaining to statistics (62-04) Exact distribution theory in statistics (62E15)

Related Items

On moments of ratios of quadratic forms in normal variables ⋮ The exact distribution function of the ratio of two dependent quadratic forms ⋮ Exact moments of a ratio of two positive quadratic forms in normal variables

Cites Work

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• Approximate Moments for the Serial Correlation Coefficient
• Gaussian approximation to a bivariate quadratic form distribution
• The noncentral bivariate chisquared distribution and extensions
• Distribution of Quadratic Forms and Ratios of Quadratic Forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance