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Identities for negative moments of quadratic forms in normal variables

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  • Rukhin, Andrew L.

Abstract

Two formulas for the central inverse moments of a quadratic form in normal variables and of the ratio of such forms are established. They relate the quadratic form determined by a positive definite matrix to that defined by the inverse matrix.

Suggested Citation

  • Rukhin, Andrew L., 2009. "Identities for negative moments of quadratic forms in normal variables," Statistics & Probability Letters, Elsevier, vol. 79(8), pages 1004-1007, April.
    • Handle: RePEc:eee:stapro:v:79:y:2009:i:8:p:1004-1007
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    References listed on IDEAS

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    1. Jones, M. C., 1987. "On moments of ratios of quadratic forms in normal variables," Statistics & Probability Letters, Elsevier, vol. 6(2), pages 129-136, November.
    2. Paolella, Marc S., 2003. "Computing moments of ratios of quadratic forms in normal variables," Computational Statistics & Data Analysis, Elsevier, vol. 42(3), pages 313-331, March.
    3. Smith, Murray D., 1989. "On the expectation of a ratio of quadratic forms in normal variables," Journal of Multivariate Analysis, Elsevier, vol. 31(2), pages 244-257, November.
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