Abstract
This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables. Quadratic forms in order statistics from an exponential population are considered as well. Actually, several test statistics can be expressed in terms of the latter. The density approximants are expressible as the product of a gamma type distributed base density function and a polynomial adjustment. Several illustrative examples are provided.
Highlights
Suppose that Y1 < · · · < Yn are order statistics from an exponential distribution with mean θ
This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables
Three test statistics that can be expressed as quadratic forms in exponential random variables, are described in [2]
Summary
Suppose that Y1 < · · · < Yn are order statistics from an exponential distribution with mean θ. This paper proposes a moment-based approximation to the distribution of quadratic forms in gamma random variables.
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