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Estimation of the confidence limits for the quadratic forms in normal variables using a simple Gaussian distribution approximation

✍ Scribed by Mina Žele; Djani Juričić

Book ID: 110657181
Publisher: Springer
Year: 2005
Tongue: English
Weight: 469 KB
Volume: 20
Category: Article
ISSN: 0943-4062
DOI: 10.1007/bf02736127

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📜 SIMILAR VOLUMES

AN APPROXIMATION TO THE DISTRIBUTION OF

AN APPROXIMATION TO THE DISTRIBUTION OF QUADRATIC FORMS IN NORMAL RANDOM VARIABLES

✍ Buckley, M.J. ;Eagleson, G.K. 📂 Article 📅 1988 🏛 Wiley (Blackwell Publishing) 🌐 English ⚖ 415 KB

The Extrema of the Distribution Function

The Extrema of the Distribution Function for the Ratio of Quadratic Forms in Gaussian Variables

✍ Bakirov, N. K. 📂 Article 📅 1996 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 529 KB

The Distribution Function of Positive De

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

✍ Brown, Robert H. 📂 Article 📅 1986 🏛 Society for Industrial and Applied Mathematics ⚖ 620 KB

Eigenvalue—Free methods for computing th

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

✍ Farebrother, R. W. 📂 Article 📅 1985 🏛 Springer-Verlag ⚖ 464 KB

Addendum: A Lower Bound for the Distribu

Addendum: A Lower Bound for the Distributions of Quadratic forms of Normally Distributed Random Variables

✍ Bagirov, E. B. 📂 Article 📅 1989 🏛 Society for Industrial and Applied Mathematics 🌐 English ⚖ 49 KB

On the Joint Distribution of a Quadratic

On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables

✍ 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