Rukhin, A.
(2009),
Identities for Negative Moments of Quadratic Forms in Normal Variables, Statistics and Probability Letters, [online], https://tsapps.nist.gov/publication/get_pdf.cfm?pub_id=152108
(Accessed October 31, 2024)
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Identities for Negative Moments of Quadratic Forms in Normal Variables
Published
Author(s)
Abstract
Two formulae for the central inverse moments of a Quadratic form in normal variables and of the ratio forms are established. They relate the quadratic form determined by a positive definite matrix to that defined by the inverse matrix.Citation
Statistics and Probability Letters
Volume
79
Issue
8
Pub Type
Journals
Download Paper
Keywords
Fractional derivatives, Moment generating function, Multiple hypergeometric function, Ratio of Quadratic forms in normal vectors
Citation
Issues
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Created April 15, 2009, Updated February 19, 2017