Exact distribution of the sum of two correlated chi-square variables and its application

dc.contributor.author	Anwar H. Joarder
dc.contributor.author	M. Hafidz Omar
dc.date.accessioned	2026-09-30T06:58:52Z
dc.date.issued	2013
dc.description.abstract	The exact distribution of the sum of two chi-square random variables is known if the variables are independent. We derive the exact distribution of the sum of two correlated chi-square variables when they are correlated through a bivariate chi-square distribution. The distribution is important in estimating the common variance of a bivariate normal population. Some properties of the distribution, namely, the characteristic function, cumulative distribution function, raw moments, mean centered moments, coefficient of skewers and kurtosis are derived. The graph of the density function is also presented.
dc.identifier.uri	https://repository.ulab.edu.bd/handle/123456789/1214
dc.language.iso	en
dc.publisher	King Fahd University of Petroleum & Minerals
dc.subject	Bivariate chi-square distribution
dc.subject	characteristic function
dc.subject	correlated chi-square variables
dc.subject	cumulative distribution function
dc.subject	sum of correlated chi-square variables.
dc.title	Exact distribution of the sum of two correlated chi-square variables and its application
dc.type	Article

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