Moments of the product and ratio of two correlated chi-square variables
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DOI: 10.1007/s00362-007-0105-0
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References listed on IDEAS
- Kotz,Samuel & Nadarajah,Saralees, 2004. "Multivariate T-Distributions and Their Applications," Cambridge Books, Cambridge University Press, number 9780521826549, September.
- Anwarul Joarder & S. Ahmed, 1996. "Estimation of the characteristic roots of the scale matrix," Metrika: International Journal for Theoretical and Applied Statistics, Springer, vol. 44(1), pages 259-267, December.
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- Denys Pommeret & Laurence Reboul, 2019. "Approximating the Probability Density Function of a Transformation of Random Variables," Methodology and Computing in Applied Probability, Springer, vol. 21(2), pages 633-645, June.
- Ali Genç, 2014. "Distribution of product and quotient of bivariate generalized exponential distribution," Statistical Papers, Springer, vol. 55(3), pages 785-803, August.
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More about this item
Keywords
Bivariate chi-square distribution; Moments; Product of correlated chi-square variables; Ratio of correlated chi-square variables; 62E15; 60E05; 60E10;All these keywords.
JEL classification:
Statistics
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