A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables (Q5083380)
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scientific article; zbMATH DE number 7546479
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| English | A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables |
scientific article; zbMATH DE number 7546479 |
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A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables (English)
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22 June 2022
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chi-square
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gamma distribution
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Gaussian quadratic forms
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kurtosis
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mixture of type I error
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moment-matching method
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