The exact distribution of indefinite quadratic forms in noncentral normal vectors

DOI10.1007/BF00054797zbMath0857.62051MaRDI QIDQ1817402

Edmund M. Rudiuk, Serge B. Provost

Publication date: 6 March 1997

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

zbMATH Keywords

exact distributionindefinite quadratic formsexact densityWhittaker's functionlinear combinations of independent noncentral chi-square variablessingular normal vectors

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

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On the Distribution of Linear Combinations of Chi-Square Random Variables ⋮ Stochastic sensitivity analysis of concentration measures ⋮ Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization ⋮ Computing moments of ratios of quadratic forms in normal variables ⋮ A Bayesian model and numerical algorithm for CBM availability maximization ⋮ On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers ⋮ Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure ⋮ On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension ⋮ Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations

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