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Simple expressions for a bivariate chisquare distribution |
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| Authors: | Saralees Nadarajah |
| Institution: | 1. School of Mathematics , University of Manchester , Manchester, M13 9PL, UK saralees.nadarajah@manchester.ac.uk |
| Abstract: | The joint distribution of the estimated variances from a correlated bivariate normal distribution has a long history. However, its joint probability density function, conditional moments and product moments are only known as infinite series. In this paper, simpler expressions, mostly finite sums of elementary functions, are derived for these properties. Expressions are also derived for the joint moment generating function and the joint characteristic function. |
| Keywords: | bivariate chisquare distribution conditional moments joint characteristic function joint moment generating function joint probability density function product moments |