MOMENTS OF THE RATIO OF 2 DEPENDENT QUADRATIC-FORMS

被引：7

作者：

GHAZAL, GA ^{[1
]}

机构：

[1] CAIRO UNIV,INST STAT,CAIRO,EGYPT

来源：

STATISTICS & PROBABILITY LETTERS | 1994年 / 20卷 / 04期

关键词：

RATIO OF QUADRATIC FORMS; DURBIN-WATSON STATISTIC;

D O I：

10.1016/0167-7152(94)90019-1

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

Exact moments of the ratio of two dependent quadratic forms are derived in the case when the variables involved are multivariate normal, and the quadratic form in the denominator is idempotent. Application of the method to the Durbin-Watson statistic is given.

引用

页码：313 / 319

页数：7

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[1] MOMENTS OF A RATIO OF 2 QUADRATIC-FORMS
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