The bivariate noncentral chi-square distribution – a compound distribution approach
Article
Article Title | The bivariate noncentral chi-square distribution – a compound distribution approach |
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ERA Journal ID | 49 |
Article Category | Article |
Authors | Yunus, Rossita M. (Author) and Khan, Shahjahan (Author) |
Editors | Scott, Melvin |
Journal Title | Applied Mathematics and Computation |
Journal Citation | 217 (13), pp. 6237-6247 |
Number of Pages | 11 |
Year | 2011 |
Place of Publication | Philadelphia, PA. United States |
ISSN | 0096-3003 |
1873-5649 | |
Digital Object Identifier (DOI) | https://doi.org/10.1016/j.amc.2010.12.112 |
Web Address (URL) | http://www.journals.elsevier.com/applied-mathematics-and-computation/ |
Abstract | This paper proposes the bivariate noncentral chi-square (BNC) distribution by compounding the Poisson probabilities with the bivariate central chi-square distribution. The probability density and cumulative distribution functions of the joint distribution of the two noncentral chi-square variables are derived for arbitrary values of the correlation coefficient, degrees of freedom(s), and noncentrality parameters. Computational procedures to |
Keywords | bivariate central chi-square distribution; Poisson distribution; compounding method; cumulative distribution; correlation; critical points |
ANZSRC Field of Research 2020 | 490599. Statistics not elsewhere classified |
490509. Statistical theory | |
490506. Probability theory | |
Public Notes | Files associated with this item cannot be displayed due to copyright restrictions. |
Byline Affiliations | Australian Centre for Sustainable Catchments |
Institution of Origin | University of Southern Queensland |
https://research.usq.edu.au/item/q11z3/the-bivariate-noncentral-chi-square-distribution-a-compound-distribution-approach
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