SOME RESULTS RELATED TO DISTRIBUTION FUNCTIONS OF CHI-SQUARE TYPE RANDOM VARIABLES WITH RANDOM DEGREES OF FREEDOM

Title & Authors
SOME RESULTS RELATED TO DISTRIBUTION FUNCTIONS OF CHI-SQUARE TYPE RANDOM VARIABLES WITH RANDOM DEGREES OF FREEDOM
Hung, Tran Loc; Thanh, Tran Thien; Vu, Bui Quang;

Abstract
The main aim of this paper is to present some results related to asymptotic behavior of distribution functions of random variables of chi-square type $\small{X^2_N={\Sigma}^N_{i=1}\;X^2_i}$ with degrees of freedom N, where N is a positive integer-valued random variable independent on all standard normally distributed random variables $\small{X_i}$. Two ways for computing the distribution functions of chi-square type random variables with random degrees of freedom are considered. Moreover, some tables concerning considered distribution functions are demonstrated in Appendix.
Keywords
random sum;chi-square random variable with degrees of freedom;
Language
English
Cited by
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