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Eigenvalue—Free methods for computing the distribution of a quadratic form in normal variables

✍ Scribed by Farebrother, R. W.


Book ID
112943506
Publisher
Springer-Verlag
Year
1985
Weight
464 KB
Volume
26
Category
Article
ISSN
0039-0631

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📜 SIMILAR VOLUMES


On the Joint Distribution of a Quadratic
✍ Alexander Schöne; Wolfgang Schmid 📂 Article 📅 2000 🏛 Elsevier Science 🌐 English ⚖ 199 KB

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