Wang T., Li B., Gupta A.K., Distribution of quadratic forms under skew normal settings. J Multivariate Anal, 100(3):533-545 (2009)T. Wang, B. Li, and A. K. Gupta, "Distribution of quadratic forms under skew normal settings", Journal of Multivariate Analysis, 2009, Vol. 100, pp...
Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration Sci. Stat. Comput. 1 (4) (1980) 438-448.S.O. Rice, "Distribution of quadratic forms in normal random variables- evaluation by numerical integration,... SO Rice - 《Siam J.stat.comput》 被引量: ...
the distribution of a positive definite quadratic form in independent normal variates has been the subject of several papers in recent years [6], [11], [12], laborious computations are required to prepare from existing results the percentiles of the distribution and a table of hit probabilities....
Aspects of universality 49:57 AUTOCORRELATION OF HURWITZ CLASS NUMBERS 01:10:10 Bilinear sums with GL2 coefficients 50:13 conditional estimates for logarithms 57:21 convolution identities sums of even powers 55:07 Coprime-universal quadratic forms 57:06 Correlations of multiplicative functions...
The following proposition shows that certain quadratic forms in standard normal random vectors have a Chi-square distribution. Proposition Let be a standard multivariate normal random vector, i.e. . Let be a symmetric and idempotent matrix. Let be the trace of . DefineThen has a Chi-square ...
Discusses the distribution of quadratic forms involving normal random variables Linear combinations of normal variables Discusses the important fact that normality is preserved by linear combinations Solved exercises Below you can find some exercises with explained solutions. ...
In this paper, the authors proved the infinite divisibility of a linear combination of correlated noncentral quadratic forms is normal variables. Further, using the property of the infinite divisibility, tvo representations are given for the distribution of the above linear combination. Finally, the ...
(1961), Computing the distribution of quadratic forms in normal variables, Biometrika 48, 419–426. MathSciNet MATH Google Scholar Krzysko, M.(1983), Asymptotic distribution of the discriminant function, Statistics and Probability Letters 1, 243–250. Article MathSciNet MATH Google Scholar ...
Coleman, MD (1990) The distribution of points at which binary quadratic forms are prime. Proc London Math Soc 61: pp. 433-456Coleman MD (1990) The distribution of points at which binary quadratic forms are prime. Proc London Math Soc (3) 61 : 433–456...
In this paper the researchers are presenting an upper bound for the distribution function of quadratic forms in normal vector with mean zero and positive definite covariance matrix. They also will show that the new upper bound is more precise than the one introduced by Okamoto [4] and the one...