A linear-quadratic distributional identity

In this paper we extend the result of Bateman (1949) to obtain the joint conditional characteristic function of a sum of squares of n noncentral squares of independent normal variates and s1 of their linear combinations given that these variates lie in a subspace of dimension n - s2.

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Year of publication:	1995
Authors:	El Barmi, Hammou
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 24.1995, 1, p. 33-37
Publisher:	Elsevier
Subject:	Characteristic function Chi-bar square Subspace

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Type of publication:	Article
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005313830