Distribution of a Definite Quadratic Form for Non-Central Normal Variates
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Publication:3847355
DOI10.1214/AOMS/1177704981zbMATH Open0111.34105OpenAlexW2063896834MaRDI QIDQ3847355FDOQ3847355
Authors: B. K. Shah, Chinubal G. Khatri 
Publication date: 1961
Published in: Annals of Mathematical Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1214/aoms/1177704981
Cited In (10)
- Asymptotic distributions of some test criteria for the mean vector with fewer observations than the dimension
- On the distribution of a quadratic form in a multivariate normal sample
- The exact distribution of indefinite quadratic forms in noncentral normal vectors
- Title not available (Why is that?)
- Tolerance regions for a multivariate normal population
- A probability approach to the study on uncertainty effects on gamma index evaluations in radiation therapy
- Generating functions and short recursions, with applications to the moments of quadratic forms in noncentral normal vectors
- Distribution of a sum of weighted noncentral chi-square variables
- Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case
- On approximating the distribution of indefinite quadratic forms
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