Teoriya Veroyatnostei i ee Primeneniya
RUS  ENG    JOURNALS   PEOPLE   ORGANISATIONS   CONFERENCES   SEMINARS   VIDEO LIBRARY   PACKAGE AMSBIB  
General information
Latest issue
Archive
Impact factor
Guidelines for authors
Submit a manuscript

Search papers
Search references

RSS
Latest issue
Current issues
Archive issues
What is RSS


Teor. Veroyatnost. i Primenen.:
Year:
Volume:
Issue:
Page:
Find




Personal entry:
Login:
Password:
Save password
Enter
Forgotten password?
Register

Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 797–809 (Mi tvp3360)  
This article is cited in 23 scientific papers (total in 23 papers)

Computing the distribution functions of quadratic forms of normally distributed random variables

G. V. Martynov

Moscow
Full-text PDF (738 kB) Citations (23)
Abstract: The problem of computing the distribution functions of positive definite and indefinite, central and non-central quadratic forms of normally distributed random variables is considered. Conditions of consistency of Smirnov's formula for the distribution of infinite quadratic forms are obtained.
Received: 05.05.1974
English version:
Theory of Probability and its Applications, 1976, Volume 20, Issue 4, Pages 782–793
DOI: https://doi.org/10.1137/1120085
Bibliographic databases:
Language: Russian
Citation: G. V. Martynov, “Computing the distribution functions of quadratic forms of normally distributed random variables”, Teor. Veroyatnost. i Primenen., 20:4 (1975), 797–809; Theory Probab. Appl., 20:4 (1976), 782–793
Citation in format AMSBIB
\Bibitem{Mar75}
\by G.~V.~Martynov
\paper Computing the distribution functions of quadratic forms of normally distributed random variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1975
\vol 20
\issue 4
\pages 797--809
\mathnet{http://mi.mathnet.ru/tvp3360}
\mathscinet{http://mathscinet.ams.org/mathscinet-getitem?mr=403072}
\zmath{https://zbmath.org/?q=an:0364.60043}
\transl
\jour Theory Probab. Appl.
\yr 1976
\vol 20
\issue 4
\pages 782--793
\crossref{https://doi.org/10.1137/1120085}
Linking options:
  • https://www.mathnet.ru/eng/tvp3360
  • https://www.mathnet.ru/eng/tvp/v20/i4/p797
    • This publication is cited in the following 23 articles:
    Citing articles in Google Scholar: Russian citations, English citations
    Related articles in Google Scholar: Russian articles, English articles
    		Теория вероятностей и ее применения Theory of Probability and its Applications
    Statistics & downloads:
    Abstract page:335
    Full-text PDF :319
     
      Contact us:
    		  Terms of Use  Registration to the website  Logotypes © Steklov Mathematical Institute RAS, 2024