On the Distribution of Positive Linear Combination of Inverted Chi-Square Random Variables | ||||
The Egyptian Statistical Journal | ||||
Article 3, Volume 51, Issue 2, December 2007, Page 63-72 | ||||
Document Type: Original Article | ||||
DOI: 10.21608/esju.2007.313839 | ||||
View on SCiNiTO | ||||
Abstract | ||||
The distribution of positive linear combination of inverted chi-squared variables is considered for the general case involving inverted chi-square variables with odd or even degrees of freedom. The proposed distribution is based on an approximate, explicit and simple form for the characteristic function of the inverted chi-square variable with even degrees of freedom. | ||||
Keywords | ||||
Inverted Chi; Square Distribution; Distribution Function; Characteristic | ||||
Statistics Article View: 24 |
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