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View the PDF document Linear Combinations of Non Central Chi Square Variates
Author : Rao, V.V. Narayana
Source : Defence Science Journal ; Vol:18(4) ; 1968 ; pp 215-226
Subject : 519.2 Statistics
Keywords : Chi squares;Quadratic
Abstract : In this paper the probability density functions for definite and indefinite quadratic forms of non central normal variates have been derived by integrating the joint distribution of sum and difference of two weighted chi-squares.