The exact distribution of indefinite quadratic forms in noncentral normal vectors
From MaRDI portal
Publication:1817402
DOI10.1007/BF00054797zbMath0857.62051MaRDI QIDQ1817402
Edmund M. Rudiuk, Serge B. Provost
Publication date: 6 March 1997
Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)
exact distributionindefinite quadratic formsexact densityWhittaker's functionlinear combinations of independent noncentral chi-square variablessingular normal vectors
Multivariate distribution of statistics (62H10) Characterization and structure theory for multivariate probability distributions; copulas (62H05)
Related Items
On the Distribution of Linear Combinations of Chi-Square Random Variables, Stochastic sensitivity analysis of concentration measures, Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization, Computing moments of ratios of quadratic forms in normal variables, A Bayesian model and numerical algorithm for CBM availability maximization, On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers, Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure, On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension, Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations
Cites Work
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- Unnamed Item
- On the asymptotic distribution of quadratic forms in uniform order statistics
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
- Probability Content of Regions Under Spherical Normal Distributions, I
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- The Sampling Distribution of the Serial Correlation Coefficient
- Computing the distribution of quadratic forms in normal variables
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- Numerical inversion of a characteristic function
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Inversion Formulae for the Distribution of Ratios
- Distribution of Quadratic Forms and Ratios of Quadratic Forms
- Some Theorems on Quadratic Forms Applied in the Study of Analysis of Variance Problems, I. Effect of Inequality of Variance in the One-Way Classification
- Note on the Distribution of a Definite Quadratic Form
