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Moments of the unbalanced non-central chi-square distribution

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  • Grau, Daniel

Abstract

The unbalanced non-central chi-square distribution with 1 degree of freedom, introduced (and called weighted non-central chi-square distribution) by Chen is generalized to the case of [nu] degrees of freedom. Thus we obtain the non-central moments as well as the central moments in specific cases.

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  • Grau, Daniel, 2009. "Moments of the unbalanced non-central chi-square distribution," Statistics & Probability Letters, Elsevier, vol. 79(3), pages 361-367, February.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:3:p:361-367
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    Cited by:

    1. Sanae Rujivan & Athinan Sutchada & Kittisak Chumpong & Napat Rujeerapaiboon, 2023. "Analytically Computing the Moments of a Conic Combination of Independent Noncentral Chi-Square Random Variables and Its Application for the Extended Cox–Ingersoll–Ross Process with Time-Varying Dimens," Mathematics, MDPI, vol. 11(5), pages 1-29, March.

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