期刊名称：Journal of Statistical Theory and Applications (JSTA)
电子版ISSN：1538-7887
出版年度：2013
卷号：12
期号：2
页码：175-186
DOI：10.2991/jsta.2013.12.2.4
语种：English
出版社：Atlantis Press
摘要：This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables. Quadratic forms in order statistics from an exponential population are considered as well. Actually,several test statistics can be expressed in terms of the latter. The density approximants are expressible as the product of a gamma type distributed base density function and a polynomial adjustment. Several illustrative examples are provided.
关键词：Quadratic forms;Exponential random variables;Order statistics;Generalized gamma distribution;Moments;Density approximation.
