On noncentral generalized Laplacianness of quadratic forms in normal variables (Q2366547)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On noncentral generalized Laplacianness of quadratic forms in normal variables |
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On noncentral generalized Laplacianness of quadratic forms in normal variables (English)
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23 March 1994
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The density of the difference of two independent gamma variables is calculated which in the case of equal parameters is called the generalized Laplace density. Noncentral gamma differences are also treated. For equal parameters including the noncentrality ones it is called the noncentral generalized Laplace (NGL) variable. Necessary and sufficient conditions are given for a sum of bilinear and quadratic forms in normal variables to be an NGL variable.
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bilinear forms
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quadratic forms
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independence of bilinear forms
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noncentral generalized Laplace variable
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necessary and sufficient conditions
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density
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difference of two independent gamma variables
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generalized Laplace density
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normal variables
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