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The noncentral bivariate chisquared distribution and extensions |
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| Authors: | Marakatha Krishnan |
| Affiliation: | Temple University , |
| 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: | bivariate normal distribution nonhomogeneous means bivariate noncentral chi distribution degrees of freedom noncentrality parameter correlation coefficient Wishart distribution quadratic form |