The numerical evaluation of the probability density function of a quadratic form in normal variables (Q1010546)
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scientific article; zbMATH DE number 5540541
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The numerical evaluation of the probability density function of a quadratic form in normal variables |
scientific article; zbMATH DE number 5540541 |
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The numerical evaluation of the probability density function of a quadratic form in normal variables (English)
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6 April 2009
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characteristic function
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chi-square variables
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convolution
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truncation error
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Kullback-Leibler information measure
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