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Moments of a ratio of two quadratic forms |
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| Authors: | Danielle Morin-Wahhab |
| Institution: | McGill University , Montreal, Canada |
| Abstract: | In this paper, we give the exact moments of a ratio of qua- dratic forms in normal variables, where the quadratic forms are not assumed to be independent. This problem was tackled by other authors who gave approximations and partial results. Here we will give the exact moments for the general case. |
| Keywords: | Ratio of quadratic forms moments hyper-geometric function of many variables moment generating function |