Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
From MaRDI portal
Publication:3943968
DOI10.1137/0901032zbMath0484.65085OpenAlexW2051338647MaRDI QIDQ3943968
Publication date: 1980
Published in: SIAM Journal on Scientific and Statistical Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1137/0901032
quadratic formdistribution functionnumerical integration methodsinverting the characteristic function
Characteristic functions; other transforms (60E10) Probabilistic methods, stochastic differential equations (65C99) Statistical distribution theory (62E99)
Related Items
Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics, Probabilistic multidimensional scaling: An anisotropic model for distance judgments, Computational aspects of Cui-Freeden statistics for equidistribution on the sphere, Crossings of second-order response processes subjected to LMA loadings, Multi-fidelity Gaussian process regression for prediction of random fields, Statistical properties of $b$-adic diaphonies, Polynomial chaos for the approximation of uncertainties: Chances and limits, Asymptotic behavior of tails and quantiles of quadratic forms of Gaussian vectors., Model comparison with composite likelihood information criteria, On approximating the distribution of indefinite quadratic forms, The numerical inversion of the characteristic equation with applications to positive quadratic forms in normal variables, Sharp estimates for the CDF of quadratic forms of MPE random vectors, Computing the confidence levels for a root-mean-square test of goodness-of-fit, The exact distribution of indefinite quadratic forms in noncentral normal vectors, On the exact distribution of the difference between two chi-square variables, The distribution function of a linear combination of chi-squares
