The Exact Moments of a Ratio of Quadratic Forms in Normal Variables
- 1 January 1986
- journal article
- Published by JSTOR in Annales D'economie Et de Statistique
- No. 4,p. 95
- https://doi.org/10.2307/20075629
Abstract
The exact moments of x'Ax/x'Bx are obtained, where x is a normally distributed vector with some mean (possibly nonzero) and positive definite covariance...Keywords
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