Application of the Method of Mixtures to Quadratic Forms in Normal Variates

Robbins, Herbert; Pitman, E. J. G.

Ann. Math. Statist., Tome 20 (1949) no. 4, p. 552-560 / Harvested from Project Euclid

Résumé

The method of mixtures, explained in Section 2, is applied to derive the distribution functions of a positive quadratic form in normal variates and of the ratio of two independent forms of this type.

Publié le : 1949-12-14
Classification:

@article{1177729947,
     author = {Robbins, Herbert and Pitman, E. J. G.},
     title = {Application of the Method of Mixtures to Quadratic Forms in Normal Variates},
     journal = {Ann. Math. Statist.},
     volume = {20},
     number = {4},
     year = {1949},
     pages = { 552-560},
     language = {en},
     url = {http://dml.mathdoc.fr/item/1177729947}
}

Robbins, Herbert; Pitman, E. J. G. Application of the Method of Mixtures to Quadratic Forms in Normal Variates. Ann. Math. Statist., Tome 20 (1949) no. 4, pp.  552-560. http://gdmltest.u-ga.fr/item/1177729947/