Abstract
Product moments of bivariate chi-square distribution have been derived in closed forms. Finite expressions have been derived for product moments of integer orders. Marginal and conditional distributions, conditional moments, coefficient of skewness and kurtosis of conditional distribution have also been discussed. Shannon entropy of the distribution is also derived. We also discuss the Bayesian estimation of a parameter of the distribution. Results match with the independent case when the variables are uncorrelated.
| Original language | English |
|---|---|
| Pages (from-to) | 577-586 |
| Number of pages | 10 |
| Journal | Statistics |
| Volume | 46 |
| Issue number | 5 |
| DOIs | |
| State | Published - Oct 2012 |
Keywords
- Shannon entropy
- bivariate chi-square distribution
- bivariate distribution
- conditional distribution
- correlated chi-square variables
- marginal distribution
- product moments
ASJC Scopus subject areas
- Statistics and Probability
- Statistics, Probability and Uncertainty