EXPRESSIONS FOR INVERSE MOMENTS OF POSITIVE QUADRATIC FORMS IN NORMAL VARIABLES
M. C. Jones · Australian Journal of Statistics · 1986
Summary A unified approach to the provision of exact expressions for inverse moments of positive quadratic forms in normal variables is described, using the method of (essentially) integrating the moment‐generating‐function (Cressie, Davis, Folks & Policello (1981). A number of special cases, many familiar from the literature, are reviewed; some allow closed form representations, others are expressed in terms of well‐known mathematical functions. In the general case, our approach affords representations suitable for numerical computations.