N. K. Bakirov, “The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables”, Teor. Veroyatnost. i Primenen., 1995, Volume 40, Issue 3,Pages <nobr>642

Short Communications

The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables

N. K. Bakirov

Institute of Mathematics with Computing Centre, Ufa Science Centre, Russian Academy of Sciences

Abstract: The extrema are determined for the distribution function of the ratio on nonnegative definite quadratic forms $Q_1$ and $Q_2$ in centered Gaussian random variables, subject to condition $\mathbf{E}Q_1=\mathbf{E}Q_2\ne 0$.

Keywords: distribution function, extrema, quadratic form, Gaussian random variables.

Received: 27.04.1992