The exact distribution of indefinite quadratic forms in noncentral normal vectors

被引：0

作者：

Provost, S.B. ^{[1
]}

Rudiuk, E.M. ^{[1
]}

机构：

[1] Department of Statistical and, Actuarial Sciences, The University, of Western Ontario, London, Ontario, N6A 5B7, Canada

来源：

Institute of Statistical Mathematics. Annals | 1996年 / 48卷 / 02期

关键词：

D O I：

暂无

中图分类号：

O211 [概率论（几率论、或然率论）];

学科分类号：

摘要：

The exact density of the difference of two linear combinations of independent noncentral chi-square variables is obtained in terms of Whittaker's function and expressed in closed forms. Two distinct representations are required in order to cover all the possible cases. The corresponding expressions for the exact distribution function are also given.

引用

页码：381 / 394

共 50 条

[21] TAIL PROBABILITY OF A NONCENTRAL INDEFINITE GAUSSIAN QUADRATIC FORM
CAMPBELL, LL
HUANG, J
COMMUNICATIONS IN STATISTICS-SIMULATION AND COMPUTATION, 1994, 23 (02) : 431 - 439
[22] THE DISTRIBUTION OF QUADRATIC-FORMS OF GAUSSIAN VECTORS
ZORIN, VA
IYUBIMOV, AK
THEORY OF PROBABILITY AND ITS APPLICATIONS, 1988, 33 (03) : 557 - 560
[23] Saddlepoint approximations for noncentral quadratic forms
Marsh, PWN
ECONOMETRIC THEORY, 1998, 14 (05) : 539 - 559
[24] Quadratic forms of skew-normal random vectors
Loperfido, N
STATISTICS & PROBABILITY LETTERS, 2001, 54 (04) : 381 - 387
[25] ON INDEFINITE BINARY QUADRATIC FORMS
OPPENHEIM, A
ACTA MATHEMATICA, 1954, 91 (01) : 43 - 50
[26] INDEFINITE QUADRATIC-FORMS
TAMAGAWA, T
JOURNAL OF THE MATHEMATICAL SOCIETY OF JAPAN, 1977, 29 (02) : 355 - 361
[27] The indefinite quadratic ternary forms
Humbert, G
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES, 1918, 167 : 181 - 192
[28] The indefinite quadratic forms of Hermite
Humbert, G
COMPTES RENDUS HEBDOMADAIRES DES SEANCES DE L ACADEMIE DES SCIENCES, 1918, 166 : 753 - 758
[29] On the theory of indefinite quadratic forms
Siegel, CL
ANNALS OF MATHEMATICS, 1944, 45 : 577 - 622
[30] INDEFINITE QUADRATIC-FORMS
BAKER, RC
SCHLICKEWEI, HP
PROCEEDINGS OF THE LONDON MATHEMATICAL SOCIETY, 1987, 54 : 385 - 411

← 1 2 3 4 5 →