Analytic, Computational, and Approximate Forms for Ratios of Noncentral and Central Gaussian Quadratic Forms
- 1 June 2006
- journal article
- Published by Taylor & Francis in Journal of Computational and Graphical Statistics
- Vol. 15 (2) , 443-459
- https://doi.org/10.1198/106186006x112954
Abstract
Many useful statistics equal the ratio of a possibly noncentral chi-square to a quadratic form in Gaussian variables with all positive weights. Expressing the density and distribution function as p...Keywords
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