Gaussian approximation to a bivariate quadratic form distribution

DOI10.1080/00949657908810329MaRDI QIDQ3855986zbMATH OpenOpenAlexFDO

Authors Y. P. Chaubey

Publication date 1979

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949657908810329

zbMATH Keywords

bivariate quadratic form distributionchi-square random variableGaussian approximationRaleigh distribution

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15) Asymptotic distribution theory in statistics (62E20) Multivariate distribution of statistics (62H10)

Cites work

• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
• Computing the distribution of quadratic forms in normal variables
• Gaussian approximation to bivariate rayleigh distributions
• Limit Properties of Noncentral Multivariate Rayleigh and Chi-Square Distributions
• On the non-central chi-square distribution
• THE JOINT DISTRIBUTION OF QUADRATIC FORMS AND RELATED DISTRIBUTIONS1
• The Noncentral Bivariate Chi Distribution
• The noncentral bivariate chisquared distribution and extensions

Cited in

(2)

• Testing the equality of the variances of two linear models
• Moments of a ratio of two positive quadratic forms in normal variables

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