Distribution of the Ratio of Quadratic Forms in Normal Variables—Numerical Methods
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Publication:3336659
DOI10.1137/0905035zbMath0546.65100MaRDI QIDQ3336659
Stephen Rice, Robert Lugannani
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
distribution; numerical evaluation of probability densities; ratio of random quadratic forms; ratio of two quadratic forms in normal variables
62J05: Linear regression; mixed models
15A63: Quadratic and bilinear forms, inner products
65C99: Probabilistic methods, stochastic differential equations
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