On the Distribution of $2 \times 2$ Random Normal Determinants

Nicholson, W. L.

Ann. Math. Statist., Tome 29 (1958) no. 4, p. 575-580 / Harvested from Project Euclid

Résumé

The c.d.f. of a $2 \times 2$ random determinant with mutually independent normally distributed entries is derived as an infinite series. Error functions that bound the tail of this series facilitate numerical calculation. Conditions are imposed on four variable quadratic forms for this distribution to apply. A normal approximation to the distribution is suggested.

Publié le : 1958-06-14
Classification:

@article{1177706634,
     author = {Nicholson, W. L.},
     title = {On the Distribution of $2 \times 2$ Random Normal Determinants},
     journal = {Ann. Math. Statist.},
     volume = {29},
     number = {4},
     year = {1958},
     pages = { 575-580},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177706634}
}

Nicholson, W. L. On the Distribution of $2 \times 2$ Random Normal Determinants. Ann. Math. Statist., Tome 29 (1958) no. 4, pp.  575-580. http://gdmltest.u-ga.fr/item/1177706634/