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Teoriya Veroyatnostei i ee Primeneniya, 1995, Volume 40, Issue 3, Pages 642–646 (Mi tvp3461)  
Short Communications

The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables

N. K. Bakirov

Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences
Full-text PDF (290 kB)
Abstract: The extrema are determined for the distribution function of the ratio on nonnegative definite quadratic forms $Q_1$ and $Q_2$ in centered Gaussian random variables, subject to condition $\mathbf{E}Q_1=\mathbf{E}Q_2\ne 0$.
Keywords: distribution function, extrema, quadratic form, Gaussian random variables.
Received: 27.04.1992
English version:
Theory of Probability and its Applications, 1995, Volume 40, Issue 3, Pages 542–546
DOI: https://doi.org/10.1137/1140058
Bibliographic databases:
Document Type: Article
Language: Russian
Citation: N. K. Bakirov, “The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables”, Teor. Veroyatnost. i Primenen., 40:3 (1995), 642–646; Theory Probab. Appl., 40:3 (1995), 542–546
Citation in format AMSBIB
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\by N.~K.~Bakirov
\paper The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables
\jour Teor. Veroyatnost. i Primenen.
\yr 1995
\vol 40
\issue 3
\pages 642--646
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\zmath{https://zbmath.org/?q=an:0859.60018}
\transl
\jour Theory Probab. Appl.
\yr 1995
\vol 40
\issue 3
\pages 542--546
\crossref{https://doi.org/10.1137/1140058}
\isi{https://gateway.webofknowledge.com/gateway/Gateway.cgi?GWVersion=2&SrcApp=Publons&SrcAuth=Publons_CEL&DestLinkType=FullRecord&DestApp=WOS_CPL&KeyUT=A1996VN31700013}
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