On moments of ratios of quadratic forms in normal variables

M. C. Jones

Statistics & Probability Letters, 1987, vol. 6, issue 2, 129-136

Abstract: Exact expressions for moments of ratios of quadratic forms in normal variables are considered. The emphasis is on their relationship with inverse moments of such quadratic forms. Multivariate extension of work of Cressie and Borkent (1986) is briefly explored.

Keywords: inverse; moments; moment-generating-function; moments; of; ratios; product; moments; quadratic; forms (search for similar items in EconPapers)
Date: 1987
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Citations: View citations in EconPapers (4)

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