Abstract
Some centered moments of the bivariate chi-square distribution are derived by the use of raw product moments. Standardized moments up to the third order are calculated for the distribution. In case the components of bivariate chi-square distribution are uncorrelated, the moments, as expected, are in agreement with the resulting situation of independence. The results are also in agreement with the case when the degrees of freedom converges to infinity.
| Original language | English |
|---|---|
| Pages (from-to) | 387-395 |
| Number of pages | 9 |
| Journal | Journal of Applied Statistical Science |
| Volume | 16 |
| Issue number | 4 |
| State | Published - 2009 |
Keywords
- Bivariate distribution
- Kurtosis
- Mahalanobis distance
- Product moments
- Standardized moments
ASJC Scopus subject areas
- Statistics and Probability