Computing the distribution function of the ratio of quadratic forms in normal variables
β Scribed by T. N. Dugina; G. V. Martynov
- Publisher
- Springer US
- Year
- 1991
- Tongue
- English
- Weight
- 174 KB
- Volume
- 53
- Category
- Article
- ISSN
- 1573-8795
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π SIMILAR VOLUMES
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
A general distribution which will be called the noncentral generalized Laplacian (NGL) is introduced and its properties studied. Then a set of results are obtained which will give the necessary and sufficient conditions for a bilinear expression or a quadratic expression to be distributed as a NGL.