Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom

The exact distribution of a linear combination with positive coefficients of inverted chi-square variables with odd degrees of freedom is derived. This distribution function could be expressed as another linear combination of distribution functions of chi-square random variables.

MoreLess

Year of publication:	2002
Authors:	Witkovský, Viktor
Published in:	Statistics & Probability Letters. - Elsevier, ISSN 0167-7152. - Vol. 56.2002, 1, p. 45-50
Publisher:	Elsevier
Keywords:	Inverted chi-square distribution Inverted gamma distribution Distribution function Characteristic function

More details

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

Persistent link: https://www.econbiz.de/10005138286