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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}
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  • 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
     
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