Density functions of the bivariate chi-square distribution
- 1 June 1973
- journal article
- research article
- Published by Taylor & Francis in Journal of Statistical Computation and Simulation
- Vol. 2 (3) , 275-288
- https://doi.org/10.1080/00949657308810052
Abstract
The purpose of this paper is to present a practical approach to solving simultaneous testing and estimation problems faced by the experimenter. New forms of the bivariate Chi-square distribution are introduced which afford straightforward computer programming. An approximation which reduces the general type of dependency to a specific form is suggested, reinforced by strong theoretical justification. Finally, the bivariate Chi-square density function is used to find the density function of a linear combination of independent Chi-square random variablesKeywords
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