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On identifiability and information-regularity in parametrized normal distributions

✍ Scribed by Bertrand Hochwald; Arye Nehorai


Publisher
Springer
Year
1997
Tongue
English
Weight
349 KB
Volume
16
Category
Article
ISSN
0278-081X

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On the Joint Distribution of a Quadratic
✍ Alexander SchΓΆne; Wolfgang Schmid πŸ“‚ Article πŸ“… 2000 πŸ› Elsevier Science 🌐 English βš– 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