The numerical evaluation of the probability density function of a quadratic form in normal variables (Q1010546)

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The numerical evaluation of the probability density function of a quadratic form in normal variables
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    The numerical evaluation of the probability density function of a quadratic form in normal variables (English)
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    6 April 2009
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    characteristic function
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    chi-square variables
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    convolution
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    truncation error
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    Kullback-Leibler information measure
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