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Mohamed Ahkim
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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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