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 language | English |
|---|---|
| Pages (from-to) | 47-61 |
| Number of pages | 15 |
| Journal | Discussiones Mathematicae: Probability and Statistics |
| Volume | 26 |
| Issue number | 1 |
| Publication status | Published - 1 Jan 2006 |
Keywords
- exact distributions
- random non-centrality parameters
- generalized F distributions