On positive definite quadratic forms in correlatedt variables |
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Authors: | Ulrich Menzefricke |
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Institution: | (1) University of Toronto, Toronto, Canada |
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Abstract: | Summary In this paper we extend Ruben's 4] result for quadratic forms in normal variables. He represented the distribution function
of the quadratic form in normal variables as an infinite mixture of chi-square distribution functions. In the central case,
we show that the distribution function of a quadratic form int-variables can be represented as a mixture of beta distribution functions. In the noncentral case, the distribution function
presented is an infinite series in beta distribution functions. An application to quadratic discrimination is given. |
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Keywords: | Quadratic form correlatedt-variables beta distribution quadratic discrimination |
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