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.
|Number of pages||15|
|Journal||Discussiones Mathematicae: Probability and Statistics|
|Publication status||Published - 1 Jan 2006|
- exact distributions
- random non-centrality parameters
- generalized F distributions