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On Noncentral Generalized Laplacianness of Quadratic Forms in Normal Variables

✍ Scribed by A.M. Mathai

Publisher: Elsevier Science
Year: 1993
Tongue: English
Weight: 218 KB
Volume: 45
Category: Article
ISSN: 0047-259X
DOI: 10.1006/jmva.1993.1036

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✦ Synopsis

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. 1993 Academic Press, Inc.

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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