Comment: Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration (Q3309012)
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scientific article; zbMATH DE number 3839279
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| English | Comment: Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration |
scientific article; zbMATH DE number 3839279 |
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Comment: Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration (English)
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1983
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saddlepoint
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probability generating function
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probability distribution
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quadratic form
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normal random variables
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inversion integral for Laplace transform
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