Volume 12, Issue 2, July 2013, Pages 173 - 184
On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics
A. Akbar Mohsenipour, Serge B. Provost
A. Akbar Mohsenipour
Received 26 July 2012, Accepted 3 April 2013, Available Online 15 July 2013.
- https://doi.org/10.2991/jsta.2013.12.2.4How to use a DOI?
- Quadratic forms, Exponential random variables, Order statistics, Generalized gamma distribution,Moments, Density approximation.
- 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.
- 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 - 2013/07 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 -