Canadian Journal of Statistics

The exact distribution of the ratio of a linear combination of chi‐square variables over the root of a product of chi‐square variables

Journal Article

Abstract

This article gives the exact distribution of a statistic whose numerator and denominator are independent, the former being a linear combination of independent chi‐square variables and the latter being the kth root of a product of k independent chi‐square variables. This structure appears in the study of multivariate linear functional relationship models. The technique of the inverse Mellin transform is used in order to obtain the density of this test statistic in a computable form.

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