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The exact distribution of the ratio of a linear combination of chi-square variables over the root of a product of chi-square variables
Authors:Serge B Provost
Abstract:This article gives the exact distribution of a statistic whose numerator and denominator are independent, the former being a linear combination of independent chi-square variables and the latter being the kth root of a product of k independent chi-square variables. This structure appears in the study of multivariate linear functional relationship models. The technique of the inverse Mellin transform is used in order to obtain the density of this test statistic in a computable form.
Keywords:Linear combinations  products and ratios of chi-square variables  general linear model  multivariate linear functional relationships  exact distributions  approximations
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