The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables

DOI10.1137/0907046zbMath0617.65149OpenAlexW1963898497MaRDI QIDQ4727389

Robert Hanbury Brown

Publication date: 1986

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

Full work available at URL: https://doi.org/10.1137/0907046

zbMATH Keywords

quadratic formsGauss hypergeometric functionLaguerre polynomialsrecurrence relationsanalysis of variancetest statisticspositive definitenormal random variables

Mathematics Subject Classification ID

Analysis of variance and covariance (ANOVA) (62J10) Probabilistic methods, stochastic differential equations (65C99)

Related Items (5)

Computing the asymptotic distribution of second-order \(U\)- and \(V\)-statistics ⋮ Exact PDF equations and closure approximations for advective-reactive transport ⋮ On the moments of ratios of quadratic forms in normal random variables ⋮ GENERATING FUNCTIONS AND SHORT RECURSIONS, WITH APPLICATIONS TO THE MOMENTS OF QUADRATIC FORMS IN NONCENTRAL NORMAL VECTORS ⋮ The densities and distributions of the largest eigenvalue and the trace of a Beta–Wishart matrix

This page was built for publication: The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables