On Approximating the Distribution of Quadratic Forms in Gamma Random Variables and Exponential Order Statistics
This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables. Quadratic forms in order statistics from an exponential population are considered as well. Actually,several test statistics can be expressed in terms of the latter. The density approxim...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Springer
2013-08-01
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| Series: | Journal of Statistical Theory and Applications (JSTA) |
| Subjects: | |
| Online Access: | https://www.atlantis-press.com/article/8357.pdf |