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JOURNALS // Teoriya Veroyatnostei i ee Primeneniya // Archive

Teor. Veroyatnost. i Primenen., 1975 Volume 20, Issue 4, Pages 797–809 (Mi tvp3360)

This article is cited in 23 papers

Computing the distribution functions of quadratic forms of normally distributed random variables

G. V. Martynov

Moscow

Abstract: The problem of computing the distribution functions of positive definite and indefinite, central and non-central quadratic forms of normally distributed random variables is considered. Conditions of consistency of Smirnov's formula for the distribution of infinite quadratic forms are obtained.

Received: 05.05.1974


 English version:
Theory of Probability and its Applications, 1976, 20:4, 782–793

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