Comment: Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration

DOI10.1137/0904029zbMATH Open0528.65070OpenAlexW2000481301MaRDI QIDQ3309012FDOQ3309012

Carl W. Helstrom

Publication date: 1983

Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/0904029

zbMATH Keywords

probability generating functionquadratic formprobability distributionnormal random variablessaddlepointinversion integral for Laplace transform

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99) Laplace transform (44A10) Numerical methods for integral transforms (65R10)

Cited In (1)

• Probabilistic multidimensional scaling: An anisotropic model for distance judgments

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