The noncentral bivariate chisquared distribution and extensions
- 1 January 1976
- journal article
- research article
- Published by Taylor & Francis in Communications in Statistics - Theory and Methods
- Vol. 5 (7) , 647-660
- https://doi.org/10.1080/03610927608827382
Abstract
The distribution of certain correlated noncentral chisquared variates P, Q, is termed the noncentral bivariate chisquared distribution. Moment generating functions of the distributions of (P, Q), (P+Q) and other quadratic forms have been obtained. A relationship to the linear case of the noncentral Wishart distribution is indicated. Convolution properties and applications are presented.Keywords
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