Distribution of Definite and of Indefinite Quadratic Forms from a Non- Central Normal Distribution

DOI10.1214/AOMS/1177704253zbMATH Open0246.62028OpenAlexW2072341612MaRDI QIDQ5658952FDOQ5658952

B. K. Shah

Publication date: 1963

Published in: Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177704253

Mathematics Subject Classification ID

Exact distribution theory in statistics (62E15)

Cited In (11)

• Testing for symmetry in multivariate distributions
• On Tests of Trend in a Weakly Stationary Time Series
• Equivalent conditions for noncentral generalized Laplacianness and independence of matrix quadratic forms
• The exact distribution of indefinite quadratic forms in noncentral normal vectors
• Title not available (Why is that?)
• Toward a tight upper bound for the error probability of the binary Gaussian classification problem
• A probability approach to the study on uncertainty effects on gamma index evaluations in radiation therapy
• Distribution of a sum of weighted noncentral chi-square variables
• The Distribution of a Ratio of Quadratic Forms in Noncentral Normal 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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