THE EXACT DISTRIBUTION OF THE RATIO OF A LINEAR COMBINATION OF CHI-SQUARE VARIABLES OVER THE ROOT OF A PRODUCT OF CHI-SQUARE VARIABLES

被引:11
作者
PROVOST, SB [1 ]
机构
[1] UNIV WESTERN ONTARIO,DEPT STAT & ACTUARIAL SCI,LONDON N6A 5B9,ONTARIO,CANADA
来源
CANADIAN JOURNAL OF STATISTICS-REVUE CANADIENNE DE STATISTIQUE | 1986年 / 14卷 / 01期
关键词
D O I
10.2307/3315037
中图分类号
O21 [概率论与数理统计]; C8 [统计学];
学科分类号
020208 ; 070103 ; 0714 ;
摘要
引用
收藏
页码:61 / 67
页数:7
相关论文
共 15 条
[1]   CONTENT OF FRUSTUM OF A SIMPLEX [J].
ALI, MM .
PACIFIC JOURNAL OF MATHEMATICS, 1973, 48 (02) :313-322
[2]   THE DISTRIBUTION OF THE GENERALIZED VARIANCE [J].
BAGAI, OP .
ANNALS OF MATHEMATICAL STATISTICS, 1965, 36 (01) :120-130
[3]  
BASU AP, 1969, J ROY STAT SOC B, V31, P65
[4]  
Dwass M., 1961, TRABAJOS ESTADISTICA, V12, P11
[5]   MAXIMUM-LIKELIHOOD ESTIMATION OF A MULTIVARIATE LINEAR FUNCTIONAL-RELATIONSHIP [J].
HEALY, JD .
JOURNAL OF MULTIVARIATE ANALYSIS, 1980, 10 (02) :243-251
[6]   TESTS FOR CHANGE OF PARAMETER AT UNKNOWN TIMES AND DISTRIBUTIONS OF SOME RELATED FUNCTIONALS ON BROWNIAN-MOTION [J].
MACNEILL, IB .
ANNALS OF STATISTICS, 1974, 2 (05) :950-962
[7]   MOMENTS OF THE TRACE OF A NON-CENTRAL WISHART MATRIX [J].
MATHAI, AM .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1980, 9 (08) :795-801
[8]   EXACT NON-CENTRAL DISTRIBUTION OF GENERALIZED VARIANCE [J].
MATHAI, AM .
ANNALS OF THE INSTITUTE OF STATISTICAL MATHEMATICS, 1972, 24 (01) :53-65
[9]   FURTHER RESULTS ON THE TRACE OF A NON-CENTRAL WISHART MATRIX [J].
MATHAI, AM ;
PILLAI, KCS .
COMMUNICATIONS IN STATISTICS PART A-THEORY AND METHODS, 1982, 11 (10) :1077-1086
[10]  
MATHAI AM, 1978, H FUNCTION APPLICATI