The Distribution Function of Positive Definite Quadratic Forms in Normal Random Variables
Author:
Publisher
Society for Industrial & Applied Mathematics (SIAM)
Link
http://epubs.siam.org/doi/pdf/10.1137/0907046
Reference11 articles.
1. Algorithm AS 155: The Distribution of a Linear Combination of χ 2 Random Variables
2. An F approximation and its application
3. Computing the distribution of quadratic forms in normal variables
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