On moments of ratios of quadratic forms in normal variables
β Scribed by M.C Jones
- Publisher
- Elsevier Science
- Year
- 1987
- Tongue
- English
- Weight
- 525 KB
- Volume
- 6
- Category
- Article
- ISSN
- 0167-7152
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π SIMILAR VOLUMES
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.
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
Let the column vectors of X: M\_N, M<N, be distributed as independent complex normal vectors with the same covariance matrix 7. Then the usual quadratic form in the complex normal vectors is denoted by Z=XLX H where L: N\_N is a positive definite hermitian matrix. This paper deals with a representat