Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom

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Abstract

The exact distribution of a linear combination with positive coefficients of inverted chi-square variables with odd degrees of freedom is derived. This distribution function could be expressed as another linear combination of distribution functions of chi-square random variables. © 2002 Elsevier Science B.V. All rights reserved.

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Witkovský, V. (2002). Exact distribution of positive linear combinations of inverted chi-square random variables with odd degrees of freedom. Statistics and Probability Letters, 56(1), 45–50. https://doi.org/10.1016/S0167-7152(01)00165-1

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