Distribution of Quadratic Forms in Normal Random Variables—Evaluation by Numerical Integration
- 1 December 1980
- journal article
- Published by Society for Industrial & Applied Mathematics (SIAM) in SIAM Journal on Scientific and Statistical Computing
- Vol. 1 (4) , 438-448
- https://doi.org/10.1137/0901032
Abstract
No abstract availableThis publication has 10 references indexed in Scilit:
- Saddle point approximation for the distribution of the sum of independent random variablesAdvances in Applied Probability, 1980
- Approximate Evaluation of Detection Probabilities in Radar and Optical CommunicationsIEEE Transactions on Aerospace and Electronic Systems, 1978
- Algorithm AS 106: The Distribution of Non-Negative Quadratic Forms in Normal VariablesJournal of the Royal Statistical Society Series C: Applied Statistics, 1977
- Numerical Evaluation of Integrals with Infinite Limits and Oscillating IntegrandsBell System Technical Journal, 1975
- Numerical inversion of a characteristic functionBiometrika, 1973
- Efficient Evaluation of Integrals of Analytic Functions by the Trapezoidal RuleBell System Technical Journal, 1973
- The Distribution of Quadratic Forms in Normal Variates: A Small Sample Theory with Applications to Spectral AnalysisJournal of the Society for Industrial and Applied Mathematics, 1959
- Fluctuations of Random Noise Power*Bell System Technical Journal, 1958
- Distribution of Quadratic Forms and Some ApplicationsThe Annals of Mathematical Statistics, 1955
- Saddlepoint Approximations in StatisticsThe Annals of Mathematical Statistics, 1954