The exact distribution function of the ratio of two dependent quadratic forms. Issue 21 (2nd November 2018)
- Record Type:
- Journal Article
- Title:
- The exact distribution function of the ratio of two dependent quadratic forms. Issue 21 (2nd November 2018)
- Main Title:
- The exact distribution function of the ratio of two dependent quadratic forms
- Authors:
- Rudiuk, Edmund
Kowalski, Aleksander - Abstract:
- ABSTRACT: A closed-form representation of the distribution function of the ratio of two linear combinations of Chi-squared variables is derived. The ratio is of the following form R = ( X + aY )/( bY + Z ), where X, Y, Z are independent Chi-square variables and a, b > 0. Two methods of obtaining the distribution function of this ratio are used. The exact density function of such a ratio is then obtained by differentiation. Two numerical examples are provided.
- Is Part Of:
- Communications in statistics. Volume 47:Issue 21(2018)
- Journal:
- Communications in statistics
- Issue:
- Volume 47:Issue 21(2018)
- Issue Display:
- Volume 47, Issue 21 (2018)
- Year:
- 2018
- Volume:
- 47
- Issue:
- 21
- Issue Sort Value:
- 2018-0047-0021-0000
- Page Start:
- 5227
- Page End:
- 5240
- Publication Date:
- 2018-11-02
- Subjects:
- Distribution function -- Gamma and chi square variables -- Linear combination -- Quadratic forms
62E15
Mathematical statistics -- Periodicals
Mathematics
Statistics
519.2 - Journal URLs:
- http://www.tandfonline.com/ ↗
- DOI:
- 10.1080/03610926.2017.1388400 ↗
- Languages:
- English
- ISSNs:
- 0361-0926
- Deposit Type:
- Legaldeposit
- View Content:
- Available online (eLD content is only available in our Reading Rooms) ↗
- Physical Locations:
- British Library DSC - 3363.432000
British Library DSC - BLDSS-3PM
British Library HMNTS - ELD Digital store - Ingest File:
- 7143.xml