Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables (Q3201351)

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scientific article; zbMATH DE number 4178416
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    Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables
    scientific article; zbMATH DE number 4178416

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      Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables (English)
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      1990
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      algorithm AS 256
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      complex arithmetic
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      Imhof's procedure
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      Koerts and Abrahamse's algorithm
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      linear combination of chi-square variables
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      quadratic form in normal variables
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      ISO Pascal
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