A linear-quadratic distributional identity

Hammou El Barmi

Statistics & Probability Letters, 1995, vol. 24, issue 1, 33-37

Abstract: 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.

Keywords: Characteristic; function; Chi-bar; square; Subspace (search for similar items in EconPapers)
Date: 1995
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