On the Distribution of Positive Linear Combination of Inverted Chi-Square Random Variables

Document Type : Original Article

Author

Department of Management Information System, Collage of Administrative Business, King Saud University, Saudi Arabia

Abstract

The distribution of positive linear combination of inverted chi-squared variables is considered for the general case involving inverted chi-square variables with odd or even degrees of freedom. The proposed distribution is based on an approximate, explicit and simple form for the characteristic function of the inverted chi-square variable with even degrees of freedom.
 

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