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On the Distribution of a Quadratic Form

✍ Scribed by D. N. Shanbhag

Book ID
124289008
Publisher
Oxford University Press
Year
1970
Tongue
English
Weight
256 KB
Volume
57
Category
Article
ISSN
0006-3444

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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

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