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Teoriya Veroyatnostei i ee Primeneniya, 1975, Volume 20, Issue 4, Pages 797–809
(Mi tvp3360)
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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
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
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
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https://www.mathnet.ru/eng/tvp3360 https://www.mathnet.ru/eng/tvp/v20/i4/p797
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Abstract page: | 335 | Full-text PDF : | 319 |
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