Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom
AbstractThe exact distribution of a linear combination with positive coefficients of inverted chi-square variables with odd degrees of freedom is derived. This distribution function could be expressed as another linear combination of distribution functions of chi-square random variables.
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Bibliographic InfoArticle provided by Elsevier in its journal Statistics & Probability Letters.
Volume (Year): 56 (2002)
Issue (Month): 1 (January)
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Web page: http://www.elsevier.com/wps/find/journaldescription.cws_home/622892/description#description
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