Linear Combinations of Non-Central Chi-Square Variates
نویسندگان
چکیده
منابع مشابه
On Some Central and Non - Central Multivariate Chi - Square Distributions
Let R be a non-singular m-factorial correlation matrix, i.e. R = D + AA0 with a diagonal matrixD > 0 and a not necessarily de nite matrix AA0 of the minimal possible rank m. From an expression for the general non-central multivariate distribution function with the accompanying correlation matrix R some simpler cases are derived: The p-variate central -distribution with q degrees of freedom is g...
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A 1 ( ) p -variate integral representation is given for the cumulative distribution function of the general p variate non-central gamma distribution with a non-centrality matrix of any admissible rank. The real part of products of well known analytical functions is integrated over arguments from ( , ). To facilitate the computation, these formulas are given more detailed for 3. p Furthe...
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The distribution of linear combinations of independent chi-square random variables is intimately related with the distribution of quadratic forms in normal random variables [1, 6, 7, 8, 9, 10, 11, 13, 14] and thus it also appears as the limit distribution of quadratic forms in non-normal random variables. As such, this distribution has been studied by many authors [2, 4, 5, 6, 7, 8, 9, 10, 11, ...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1966
ISSN: 0003-4851
DOI: 10.1214/aoms/1177699531