Journal of Statistical Theory and Applications

Volume 12, Issue 2, August 2013, Pages 173 - 184

On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics

Authors
A. Akbar Mohsenipour, Serge B. Provost
Corresponding Author
A. Akbar Mohsenipour
Available Online 1 August 2013.
DOI
https://doi.org/10.2991/jsta.2013.12.2.4How to use a DOI?
Keywords
Quadratic forms, Exponential random variables, Order statistics, Generalized gamma distribution,Moments, Density approximation.
Abstract
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.
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This is an open access article distributed under the CC BY-NC license.

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Journal
Journal of Statistical Theory and Applications
Volume-Issue
12 - 2
Pages
173 - 184
Publication Date
2013/08
ISSN (Online)
2214-1766
ISSN (Print)
1538-7887
DOI
https://doi.org/10.2991/jsta.2013.12.2.4How to use a DOI?
Open Access
This is an open access article distributed under the CC BY-NC license.

Cite this article

TY  - JOUR
AU  - A. Akbar Mohsenipour
AU  - Serge B. Provost
PY  - 2013
DA  - 2013/08
TI  - On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics
JO  - Journal of Statistical Theory and Applications
SP  - 173
EP  - 184
VL  - 12
IS  - 2
SN  - 2214-1766
UR  - https://doi.org/10.2991/jsta.2013.12.2.4
DO  - https://doi.org/10.2991/jsta.2013.12.2.4
ID  - Mohsenipour2013
ER  -