Moments of ratios of quadratic forms

A. K. Gupta and D. G. Kabe

Statistics & Probability Letters, 1998, vol. 38, issue 1, 69-71

Abstract: A method is described to obtain the exact moments of ratios of quadratic forms x1 Ax/x1 x, where x is normally distributed with mean [mu] and covariance matrix [Sigma]. The moments of the serial correlation coefficient appear as a particular case.

Keywords: Normal; distribution; Central; and; noncentral; quadratic; forms; Ratios; Moments; Special; functions; Serial; correlation (search for similar items in EconPapers)
Date: 1998
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