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

DOI

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.

Copyright

© 2013, the Authors. Published by Atlantis Press.

Open Access

This is an open access article distributed under the CC BY-NC license (http://creativecommons.org/licenses/by-nc/4.0/).

Download article (PDF)

TY  - JOUR
AU  - A. Akbar Mohsenipour
AU  - Serge B. Provost
PY  - 2013
DA  - 2013/07/15
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  - 10.2991/jsta.2013.12.2.4
ID  - Mohsenipour2013
ER  -