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Mohamed Ahkim

Independent ratio of linear combinations of chi square variables

Asked by Mohamed Ahkim
on 16 Sep 2013

Linear combinations of chi square variables have already been implemented in Matlab, so I thought it should be also the case for the independent ratio.

More precisely, I want to compute the quantiles of the ratio of $X$, which is a chi square variable with $r_1$ degrees of freedom and independent from $Y$, and $Y$, which is a linear combination of independent central chi square variables.

Kind regards, Mohamed

  1 Comment

Tom Lane
on 17 Sep 2013

When you write that linear combinations of chi-square variables are implemented, what do you have in mind?

The ratio of two independent chi-squares has an F distribution (or a multiple of one). I don't know the distribution if the denominator is a linear combination of chi-squares.


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