The Annals of Mathematical Statistics
- Ann. Math. Statist.
- Volume 33, Number 3 (1962), 1016-1020.
The Distribution of the Product of Two Central or Non-Central Chi-Square Variates
The operational method of Mellin transforms is employed here to derive some interesting distribution functions. The distribution of the product of two non-central chi-square variates is obtained and some special cases exhibited. Finally, an application of the derived distributions to a problem in products of complex numbers is discussed.
Ann. Math. Statist., Volume 33, Number 3 (1962), 1016-1020.
First available in Project Euclid: 27 April 2007
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Wells, W. T.; Anderson, R. L.; Cell, John W. The Distribution of the Product of Two Central or Non-Central Chi-Square Variates. Ann. Math. Statist. 33 (1962), no. 3, 1016--1020. doi:10.1214/aoms/1177704469. https://projecteuclid.org/euclid.aoms/1177704469