On Approximating the Distribution of Indefinite Quadratic Forms by Moments Approach

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REKABDAR GHASEM; CHINIPARDAZ RAHIM; MANSOURI BEHZAD

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Journal: JOURNAL OF STATISTICAL SCIENCES Year:2019 | Volume:13 | Issue:1 Page(s): 157-171

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Information Journal Paper

Title

On Approximating the Distribution of Indefinite Quadratic Forms by Moments Approach

Author(s)

REKABDAR GHASEM | CHINIPARDAZ RAHIM | MANSOURI BEHZAD | Issue Writer Certificate

Keywords

Quadratic formQ1

Multivariate Normal DistributionQ2

Non-Central Chi-Square DistributionQ1

Durbin-Watson StatisticQ1

Abstract

In this study, the multi-parameter exponential family of distribution has been used to approximate the distribution of indefinite Quadratic forms in normal random vectors. Moments of Quadratic forms can be obtained in any orders in terms of representation of the Quadratic forms as weighted sum of non-central chi-square random variables. By Stein's identity in exponential family, we estimated parameters of probability density function. The method handled in some examples and we indicated this method suitable for approximating the Quadratic form distribution.

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APA: Copy

REKABDAR, GHASEM, CHINIPARDAZ, RAHIM, & MANSOURI, BEHZAD. (2019). On Approximating the Distribution of Indefinite Quadratic Forms by Moments Approach. JOURNAL OF STATISTICAL SCIENCES, 13(1 ), 157-171. SID. https://sid.ir/paper/124126/en

Vancouver: Copy

REKABDAR GHASEM, CHINIPARDAZ RAHIM, MANSOURI BEHZAD. On Approximating the Distribution of Indefinite Quadratic Forms by Moments Approach. JOURNAL OF STATISTICAL SCIENCES[Internet]. 2019;13(1 ):157-171. Available from: https://sid.ir/paper/124126/en

IEEE: Copy

GHASEM REKABDAR, RAHIM CHINIPARDAZ, and BEHZAD MANSOURI, “On Approximating the Distribution of Indefinite Quadratic Forms by Moments Approach,” JOURNAL OF STATISTICAL SCIENCES, vol. 13, no. 1 , pp. 157–171, 2019, [Online]. Available: https://sid.ir/paper/124126/en

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