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arXiv · 2107.06689

New Developments on the Non-Central Chi-Squared and Beta Distributions

Carlo Orsi
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Abstract

New formulas for the moments about zero of the Non-central Chi-Squared and the Non-central Beta distributions are achieved by means of novel approaches. The mixture representation of the former model and a new expansion of the ascending factorial of a binomial are the main ingredients of the first approach, whereas the second one hinges on an interesting relationship of conditional independence and a simple conditional density of the latter model. Then, a simulation study is carried out in order to pursue a twofold purpose: providing numerical validations of the derived moment formulas on one side and discussing the advantages of the new formulas over the existing ones on the other.

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Carlo Orsi. 2021-07-14. New Developments on the Non-Central Chi-Squared and Beta Distributions. https://arxiv.org/abs/2107.06689

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