Moments of the product and ratio of two correlated chi-square variables |
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| Authors: | Anwar H Joarder |
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| Institution: | (1) Department of Mathematics and Statistics, King Fahd University of Petroleum and Minerals, Dhahran, 31261, Saudi Arabia |
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| Abstract: | The exact probability density function of a bivariate chi-square distribution with two correlated components is derived. Some
moments of the product and ratio of two correlated chi-square random variables have been derived. The ratio of the two correlated
chi-square variables is used to compare variability. One such application is referred to. Another application is pinpointed
in connection with the distribution of correlation coefficient based on a bivariate t distribution.
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| Keywords: | Bivariate chi-square distribution Moments Product of correlated chi-square variables Ratio of correlated chi-square variables |
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