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Tail probability of a noncentral indefinite gaussian quadratic form

 

作者: L.L. Campbell,   J Huang,  

 

期刊: Communications in Statistics - Simulation and Computation  （Taylor Available online 1994）
卷期: Volume 23, issue 2  

页码: 431-439

 

ISSN:0361-0918

 

年代: 1994

 

DOI:10.1080/03610919408813179

 

出版商: Marcel Dekker, Inc.

 

关键词: quadratic forms;asymptotic values

 

数据来源: Taylor

 

摘要:

An asymptotic approximation for the tail probability of a noncentral indefinite Gaussian quadratic form is obtained. This approimation requires the solution of an algebraic equation. A more explicit asymptotic lower bound is also obtained by using Jensen's inequality

 

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