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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

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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