The bivariate noncentral chi-square distribution -- a compound distribution approach

DOI10.1016/j.amc.2010.12.112zbMath1208.62089OpenAlexW2092158574MaRDI QIDQ632852

Shahjahan Khan, Rossita M. Yunus

Publication date: 28 March 2011

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2010.12.112

zbMATH Keywords

correlationcritical pointscumulative distributionPoisson distributionscompounding method

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Measures of association (correlation, canonical correlation, etc.) (62H20) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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