On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics
Copyright policy )On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics
This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables. Quadratic forms in order statistics from an exponential population are considered as well. Actually,several test statistics can be expressed in terms of the latter. The density approximants are expressible as the product of a gamma type distributed base density function and a polynomial adjustment. Several illustrative examples are provided.
- Western University Canada
Moments, Density approximation., Generalized gamma distribution, Quadratic forms, Exponential random variables, Probabilities. Mathematical statistics, QA273-280, Order statistics
Moments, Density approximation., Generalized gamma distribution, Quadratic forms, Exponential random variables, Probabilities. Mathematical statistics, QA273-280, Order statistics
selected citations These citations are derived from selected sources.This is an alternative to the "Influence" indicator, which also reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).2 popularity This indicator reflects the "current" impact/attention (the "hype") of an article in the research community at large, based on the underlying citation network.Average influence This indicator reflects the overall/total impact of an article in the research community at large, based on the underlying citation network (diachronically).Average impulse This indicator reflects the initial momentum of an article directly after its publication, based on the underlying citation network.Average
Citations provided by BIP!Popularity provided by BIP!