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The Distribution of a Positive Linear Combination of X2 Random Variables

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  • R. W. Farebrother

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  • R. W. Farebrother, 1984. "The Distribution of a Positive Linear Combination of X2 Random Variables," Journal of the Royal Statistical Society Series C, Royal Statistical Society, vol. 33(3), pages 332-339, November.
    • Handle: RePEc:bla:jorssc:v:33:y:1984:i:3:p:332-339
    DOI: 10.2307/2347721
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    Cited by:

    1. Duchesne, Pierre & Lafaye De Micheaux, Pierre, 2010. "Computing the distribution of quadratic forms: Further comparisons between the Liu-Tang-Zhang approximation and exact methods," Computational Statistics & Data Analysis, Elsevier, vol. 54(4), pages 858-862, April.
    2. David Lamparter & Daniel Marbach & Rico Rueedi & Zoltán Kutalik & Sven Bergmann, 2016. "Fast and Rigorous Computation of Gene and Pathway Scores from SNP-Based Summary Statistics," PLOS Computational Biology, Public Library of Science, vol. 12(1), pages 1-20, January.
    3. Popović, Božidar V. & Mijanović, Andjela & Genç, Ali İ., 2020. "On linear combination of generalized logistic random variables with an application to financial returns," Applied Mathematics and Computation, Elsevier, vol. 381(C).
    4. Saralees Nadarajah & Samuel Kotz, 2007. "On the Linear Combination of Laplace and Logistic Random Variables," Journal of Applied Statistics, Taylor & Francis Journals, vol. 34(2), pages 185-194.
    5. Saralees Nadarajah & M. Ali, 2008. "Pareto Random Variables for Hydrological Modeling," Water Resources Management: An International Journal, Published for the European Water Resources Association (EWRA), Springer;European Water Resources Association (EWRA), vol. 22(10), pages 1381-1393, October.
    6. Sneek, J.M. & Smits, J., 1990. "An approximation to the distribution of quadratic forms in many normal variables," Serie Research Memoranda 0049, VU University Amsterdam, Faculty of Economics, Business Administration and Econometrics.
    7. Sakata, Shinichi, 2007. "Instrumental variable estimation based on conditional median restriction," Journal of Econometrics, Elsevier, vol. 141(2), pages 350-382, December.
    8. van Aert, Robbie Cornelis Maria, 2018. "Dissertation R.C.M. van Aert," MetaArXiv eqhjd, Center for Open Science.
    9. John Haywood & Granville Tunnicliffe Wilson, 2009. "A test for improved multi‐step forecasting," Journal of Time Series Analysis, Wiley Blackwell, vol. 30(6), pages 682-707, November.
    10. Grant Hillier & Raymond Kan & Xiaolu Wang, 2008. "Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors," CeMMAP working papers CWP14/08, Centre for Microdata Methods and Practice, Institute for Fiscal Studies.
    11. Chen, Tong & Lumley, Thomas, 2019. "Numerical evaluation of methods approximating the distribution of a large quadratic form in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 139(C), pages 75-81.
    12. Marmer, Vadim & Sakata, Shinichi, 2011. "Instrumental Variables Estimation and Weak-Identification-Robust Inference Based on a Conditional Quantile Restriction," Microeconomics.ca working papers vadim_marmer-2011-26, Vancouver School of Economics, revised 28 Sep 2011.

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