| 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 |
| Volume: |
79 |
| Issue: |
8 |
| Pages: |
5 pp. |
| 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 (440KB) |
