Moments of the product and ratio of two correlated chi-square variables

dc.contributor.author	Joarder, Anwar H.
dc.date.accessioned	2026-10-15T13:22:46Z
dc.date.issued	2009
dc.description.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.
dc.description.sponsorship	The author acknowledges the excellent research support provided by King Fahd University of Petroleum and Minerals, Saudi Arabia through the Project FT 2004–2.
dc.identifier.citation	Joarder, A. H. (2009). Moments of the product and ratio of two correlated chi-square variables. Stat Papers, 50, 581–592. https://doi.org/10.1007/s00362-007-0105-0
dc.identifier.uri	https://doi.org/10.1007/s00362-007-0105-0
dc.identifier.uri	https://repository.ulab.edu.bd/handle/123456789/1226
dc.language.iso	en
dc.publisher	Springer
dc.subject	Bivariate chi-square distribution
dc.subject	Moments
dc.subject	Product of correlated chi-square variables
dc.subject	Ratio of correlated chi-square variables
dc.title	Moments of the product and ratio of two correlated chi-square variables
dc.type	Article

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