On some characteristics of bivariate chi-square distribution

被引：4

作者：

Joarder, Anwar H. ^{[1
]}

Laradji, A. ^{[1
]}

Omar, M. Hafidz ^{[1
]}

机构：

[1] King Fahd Univ Petr & Minerals, Dept Math & Stat, Dhahran 31261, Saudi Arabia

来源：

STATISTICS | 2012年 / 46卷 / 05期

关键词：

bivariate distribution; bivariate chi-square distribution; correlated chi-square variables; marginal distribution; conditional distribution; product moments; Shannon entropy;

D O I：

10.1080/02331888.2010.543466

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：

Product moments of bivariate chi-square distribution have been derived in closed forms. Finite expressions have been derived for product moments of integer orders. Marginal and conditional distributions, conditional moments, coefficient of skewness and kurtosis of conditional distribution have also been discussed. Shannon entropy of the distribution is also derived. We also discuss the Bayesian estimation of a parameter of the distribution. Results match with the independent case when the variables are uncorrelated.

引用

页码：577 / 586

页数：10

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