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

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