Moments of the unbalanced non-central chi-square distribution

Daniel Grau

Statistics & Probability Letters, 2009, vol. 79, issue 3, 361-367

Abstract: The unbalanced non-central chi-square distribution with 1 degree of freedom, introduced (and called weighted non-central chi-square distribution) by Chen is generalized to the case of [nu] degrees of freedom. Thus we obtain the non-central moments as well as the central moments in specific cases.

Date: 2009
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