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El Barmi, Hammou 1
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Statistics & Probability Letters 1
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A linear-quadratic distributional identity
El Barmi, Hammou - In: Statistics & Probability Letters 24 (1995) 1, pp. 33-37
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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