A Differential Equation Approach to Linear Combinations of Independent Chi-Squares
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Publication:4115919
DOI10.2307/2286940zbMath0346.62019OpenAlexW4253549514MaRDI QIDQ4115919
Publication date: 1977
Full work available at URL: https://doi.org/10.2307/2286940
Exact distribution theory in statistics (62E15) Linear ordinary differential equations and systems (34A30) Statistical tables (62Q05)
Related Items (12)
Distribution of a sum of weighted noncentral chi-square variables ⋮ On the Distribution of Linear Combinations of Chi-Square Random Variables ⋮ A comparison of efficient approximations for a weighted sum of chi-squared random variables ⋮ Testing the equality of several intraclass correlation coefficients ⋮ Asymptotic expansions for the distribution of quadratic forms in normal variables ⋮ Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension ⋮ Redundancy in Gaussian random fields ⋮ On some tests of the covariance matrix under general conditions ⋮ Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case ⋮ On the exact distribution of the difference between two chi-square variables ⋮ A contribution to the statistical theory of linear graduation ⋮ The distribution function of a linear combination of chi-squares
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