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

- Journal title : Bulletin of the Korean Mathematical Society
- Volume 45, Issue 3, 2008, pp.509-522
- Publisher : The Korean Mathematical Society
- DOI : 10.4134/BKMS.2008.45.3.509

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;

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 with degrees of freedom N, where N is a positive integer-valued random variable independent on all standard normally distributed random variables . 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

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