On the Distribution of Positive Linear Combination of Inverted Chi-Square Random Variables | ||
| The Egyptian Statistical Journal | ||
| Article 3, Volume 51, Issue 2, December 2007, Pages 63-72 | ||
| Document Type: Original Article | ||
| DOI: 10.21608/esju.2007.313839 | ||
| Abstract | ||
| The distribution of positive linear combination of inverted chi-squared variables is considered for the general case involving inverted chi-square variables with odd or even degrees of freedom. The proposed distribution is based on an approximate, explicit and simple form for the characteristic function of the inverted chi-square variable with even degrees of freedom. | ||
| Keywords | ||
| Inverted Chi; Square Distribution; Distribution Function; Characteristic | ||
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