On approximating the central and noncentral multivariate gamma distributions

DOI10.1080/03610917808812073zbMath0392.62036OpenAlexW2016022451MaRDI QIDQ4174095

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Publication date: 1978

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

Full work available at URL: https://doi.org/10.1080/03610917808812073

zbMATH Keywords

ApproximationExact MomentsLaguerre PolynomialsCentral Multivariate Gamma DistributionsMixed MomentsNoncentral Multivariate Gamma Distributions

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Probability distributions: general theory (60E05)

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Cites Work

• The noncentral bivariate chisquared distribution and extensions
• Some Alternative Expansions for the Distribution Function of a Noncentral Chi-Square Random Variable
• Remarks on a Multivariate Gamma Distribution
• The Joint Distribution of Traces of Wishart Matrices and Some Applications
• DOUBLY NON‐CENTRAL t DISTRIBUTION
• THE JOINT DISTRIBUTION OF QUADRATIC FORMS AND RELATED DISTRIBUTIONS1
• Approximating the general non-normal variance-ratio sampling distributions
• A Multivariate Gamma-Type Distribution

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