Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods

DOI10.1137/0905035MaRDI QIDQ3336659zbMATH OpenOpenAlexFDO

Authors Robert Lugannani, Stephen Rice

Publication date 1984

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

Full work available at URL https://doi.org/10.1137/0905035

zbMATH Keywords

distributionnumerical evaluation of probability densitiesratio of random quadratic formsratio of two quadratic forms in normal variables

Mathematics Subject Classification ID

Quadratic and bilinear forms, inner products (15A63) Linear regression; mixed models (62J05) Probabilistic methods, stochastic differential equations (65C99)

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Cited in

(20)

• The numerical evaluation of the probability density function of a quadratic form in normal variables
• On the expectation of a ratio of quadratic forms in normal variables
• The exact distribution function of the ratio of two quadratic forms in noncentral normal variables
• The density of a quadratic form in a vector uniformly distributed on the n-sphere
• On distributions of ratios
• Approximating the distribution of singular quadratic expressions and their ratios
• On approximating the distribution of indefinite quadratic expressions in singular normal vectors
• Berechnung der verteilungsfunktion quadratischer formen von normalverteilen zufallsgröben and deren anwendung in der statistik
• An approximation to the distribution of the ratio of two general quadratic forms with application
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• The n.s. conditions for the ration of two quadratic forms to have an f-distribution and its applications
• The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables
• IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES
• The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables
• The distribution of the ratio of two vriables
• Comparing approximations to the expectation of a ratio of quadratic forms in normal variables
• The exact distribution function of the ratio of two dependent quadratic forms
• Evaluating the density of ratios of noncentral quadratic forms in normal variables

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