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

Viktor Witkovsky

Statistics & Probability Letters, 2002, vol. 56, issue 1, 45-50

Abstract: 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.

Keywords: Inverted; chi-square; distribution; Inverted; gamma; distribution; Distribution; function; Characteristic; function (search for similar items in EconPapers)
Date: 2002
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Citations: View citations in EconPapers (2)

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