The Distribution of a Linear Combination ofTwo Correlated Chi-Square Variables
The distribution of the linear combination of two chi-square variables is known if the variables are independent. In this paper, we derive the distribution of positive linear combination of two chi-square variables when they are correlated through a bivariate chi-square distribution. Some properties...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Universidad Nacional de Colombia
2013-12-01
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| Series: | Revista Colombiana de Estadística |
| Subjects: | |
| Online Access: | http://www.scielo.org.co/scielo.php?script=sci_arttext&pid=S0120-17512013000200002&lng=en&tlng=en |