Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods
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Publication:3336659
DOI10.1137/0905035zbMath0546.65100OpenAlexW2018150597MaRDI QIDQ3336659
Stephen Rice, Robert Lugannani
Publication date: 1984
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0905035
distributionnumerical evaluation of probability densitiesratio of random quadratic formsratio of two quadratic forms in normal variables
Linear regression; mixed models (62J05) Quadratic and bilinear forms, inner products (15A63) Probabilistic methods, stochastic differential equations (65C99)
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