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THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA

 

作者: J.J. Dik,   M.C.M. Gunst,  

 

期刊: Statistica Neerlandica  （WILEY Available online 1985）
卷期: Volume 39, issue 1  

页码: 14-26

 

ISSN:0039-0402

 

年代: 1985

 

DOI:10.1111/j.1467-9574.1985.tb01121.x

 

出版商: Blackwell Publishing Ltd

 

关键词: distribution of quadratic forms;necessary;sufficient conditions for a X2–distribution

 

数据来源: WILEY

 

摘要:

AbstractFor a general quadratic form in normal variables a representation in terms of independently distributed standard normal variables is derived. The necessary and sufficient conditions for such a quadratic form to have a non–central chi–squared distribution can be found easily using this representat

 

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