Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables (Q3201351)

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Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables
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    Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables (English)
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    1990
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    algorithm AS 256
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    complex arithmetic
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    Imhof's procedure
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    Koerts and Abrahamse's algorithm
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    linear combination of chi-square variables
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    quadratic form in normal variables
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    ISO Pascal
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