The exact distribution of indefinite quadratic forms in noncentral normal vectors
DOI10.1007/BF00054797zbMATH Open0857.62051MaRDI QIDQ1817402FDOQ1817402
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)
Recommendations
- The exact distribution function of the ratio of two quadratic forms in noncentral normal variables
- The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
- The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
- scientific article; zbMATH DE number 408627
- On the Distribution of General Quadratic Functions in Normal Vectors
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)
Cites Work
- Distribution of a Definite Quadratic Form for Non-Central Normal Variates
- Title not available (Why is that?)
- Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
- Title not available (Why is that?)
- 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
- Computing the distribution of quadratic forms in normal variables
- Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- Title not available (Why is that?)
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- Note on the Distribution of a Definite Quadratic Form
- Probability Content of Regions Under Spherical Normal Distributions, I
- Title not available (Why is that?)
- Numerical inversion of a characteristic function
- On the asymptotic distribution of quadratic forms in uniform order statistics
- Title not available (Why is that?)
- Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
- Inversion Formulae for the Distribution of Ratios
- Moments of the sampled autocovariances and autocorrelations for a Gaussian white-noise process
- Distribution of Quadratic Forms and Ratios of Quadratic Forms
- The Sampling Distribution of the Serial Correlation Coefficient
Cited In (14)
- Computing moments of ratios of quadratic forms in normal variables
- A Bayesian model and numerical algorithm for CBM availability maximization
- Stochastic sensitivity analysis of concentration measures
- Optimal Control of a Partially Observable Failing System with Costly Multivariate Observations
- On the sampling distribution of resubstitution and leave-one-out error estimators for linear classifiers
- The exact distribution function of the ratio of two quadratic forms in noncentral normal variables
- Second-order reliability method-based inverse reliability analysis using Hessian update for accurate and efficient reliability-based design optimization
- Optimal Bayesian fault prediction scheme for a partially observable system subject to random failure
- Title not available (Why is that?)
- On the Distribution of Linear Combinations of Chi-Square Random Variables
- On noncentral generalized Laplacianness of quadratic forms in normal variables
- Perturbation of normal random vectors by nonnormal translations, and an application to HIV latency time distributions
- On the product of a singular Wishart matrix and a singular Gaussian vector in high dimension
- A new chi-square approximation to the distribution of non-negative definite quadratic forms in non-central normal variables
This page was built for publication: The exact distribution of indefinite quadratic forms in noncentral normal vectors
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1817402)
