Estimation of the confidence limits for the quadratic forms in normal variables using a simple Gaussian distribution approximation
From MaRDI portal
Publication:2488386
DOI10.1007/BF02736127zbMath1091.62004OpenAlexW2007724057MaRDI QIDQ2488386
Publication date: 24 May 2006
Published in: Computational Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/bf02736127
Computational methods for problems pertaining to statistics (62-08) Parametric tolerance and confidence regions (62F25) Asymptotic distribution theory in statistics (62E20) Approximations to statistical distributions (nonasymptotic) (62E17)
Related Items
Cites Work
- Unnamed Item
- Robust detection of sensor faults by means of a statistical test
- Control Procedures for Residuals Associated with Principal Component Analysis
- Multivariate SPC Charts for Monitoring Batch Processes
- Computing the distribution of quadratic forms in normal variables
- Series Representations of Distributions of Quadratic Forms in Normal Variables. I. Central Case
- A Gaussian Approximation to the Distribution of a Definite Quadratic Fo
- 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