Non-central generalized F distributions

Research output: Contribution to journalArticle

Abstract

The quotient of two linear combinations of independent chi-squareswill have a generalized F distribution. Exact expressions for thesedistributions when the chi-square are central and those in thenumerator or in the denominator have even degrees of freedom weregiven in Fonseca et al. (2002). These expressions are now extended fornon-central chi-squares. The case of random non-centrality parametersis also considered.
Original languageEnglish
Pages (from-to)47-61
Number of pages15
JournalDiscussiones Mathematicae. Probability and Statistics
Volume26
Issue number1
Publication statusPublished - 1 Jan 2006

Keywords

  • exact distributions
  • random non-centrality parameters
  • generalized F distributions

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