In this paper a series representation of the joint density and the joint distribution of a quadratic form and a linear form in normal variables is developed. The expansion makes use of Laguerre polynomials. As an example the calculation of the joint distribution of the mean and the sample variance i
β¦ LIBER β¦
A note on the joint distribution of correlated quadratic forms
β Scribed by C.G. Khatri; P.R. Krishnaiah; P.K. Sen
- Publisher
- Elsevier Science
- Year
- 1977
- Tongue
- English
- Weight
- 976 KB
- Volume
- 1
- Category
- Article
- ISSN
- 0378-3758
No coin nor oath required. For personal study only.
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