Exact distribution of the sum of two correlated chi-square variables and its application

<p>The exact distribution of the sum of two chi-square random variables is known if the variables are independent. We derive the exact distribution of the sum of two correlated chi-square variables when they are correlated through a bivariate chi-square distribution. The distribution is import...

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Bibliographic Details

Published in:	Kuwait Journal of Science
Main Authors:	ANWAR H. JOARDER, M. HAFIDZ OMAR
Format:	Article
Language:	English
Published:	Elsevier 2013-09-01
Subjects:	Bivariate chi-square distribution characteristic function correlated chi-square variables cumulative distribution function sum of correlated chi-square variables.
Online Access:	http://journals.ku.edu.kw/kjs/index.php/KJS/article/view/117