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|Author(s):||Andrew L. Rukhin;|
|Title:||Identities for Negative Moments of Quadratic Forms in Normal Variables|
|Published:||April 15, 2009|
|Abstract:||Two formulae for the central inverse moments of a Quadratic form in normal variables and of the ratio forms are established. They relate the quadratic form determined by a positive definite matrix to that defined by the inverse matrix.|
|Citation:||Statistics and Probability Letters|
|Keywords:||Fractional derivatives, Moment generating function, Multiple hypergeometric function, Ratio of Quadratic forms in normal vectors|
|Research Areas:||Information Technology, Statistics|
|PDF version:||Click here to retrieve PDF version of paper (451KB)|