The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables

DOI10.1081/STA-200056855zbMath1141.62322OpenAlexW2052420722MaRDI QIDQ4681061

Giovanni Forchini

Publication date: 14 June 2005

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1081/sta-200056855

zbMATH Keywords

exact distributioncumulative distribution function

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Exact distribution theory in statistics (62E15) Probability distributions: general theory (60E05)

Related Items (1)

Exact expressions and numerical evaluation of average evolvability measures for characterizing and comparing \(\mathbf{G}\) matrices

Cites Work

• Unnamed Item
• Invariant polynomials with two matrix arguments extending the zonal polynomials: Applications to multivariate distribution theory
• THE DENSITY OF A QUADRATIC FORM IN A VECTOR UNIFORMLY DISTRIBUTED ON THE n-SPHERE
• Fast Evaluation of the Distribution of the Durbin-Watson and Other Invariant Test Statistics in Time Series Regression
• The Exact Distribution of the Wald Statistic
• EXPECTATIONS OF RATIOS OF QUADRATIC FORMS IN NORMAL VARIABLES: EVALUATING SOME TOP‐ORDER INVARIANT POLYNOMIALS
• Saddlepoint Approximation for the Distribution of a Ratio of Quadratic Forms in Normal Variables
• Computing the distribution of quadratic forms in normal variables
• Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution
• Numerical inversion of a characteristic function
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• Distributions of Matrix Variates and Latent Roots Derived from Normal Samples
• Inversion Formulae for the Distribution of Ratios
• Distribution of Quadratic Forms and Ratios of Quadratic Forms
• Distribution of the Ratio of the Mean Square Successive Difference to the Variance
• Distribution of the Serial Correlation Coefficient
• Serial Correlation and Quadratic Forms in Normal Variables
• Distribution of Definite and of Indefinite Quadratic Forms

This page was built for publication: The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables