On some characteristics of bivariate chi-square distribution |
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| Authors: | Anwar H Joarder A Laradji |
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| Institution: | 1. Department of Mathematics and Statistics , King Fahd University of Petroleum &2. Minerals , Dhahran , 31261 , Saudi Arabia |
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| Abstract: | Product moments of bivariate chi-square distribution have been derived in closed forms. Finite expressions have been derived for product moments of integer orders. Marginal and conditional distributions, conditional moments, coefficient of skewness and kurtosis of conditional distribution have also been discussed. Shannon entropy of the distribution is also derived. We also discuss the Bayesian estimation of a parameter of the distribution. Results match with the independent case when the variables are uncorrelated. |
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| Keywords: | bivariate distribution bivariate chi-square distribution correlated chi-square variables marginal distribution conditional distribution product moments Shannon entropy |
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