IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (Q4443969)
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scientific article; zbMATH DE number 2028674
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES |
scientific article; zbMATH DE number 2028674 |
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IMPROVING THE NUMERICAL TECHNIQUE FOR COMPUTING THE ACCUMULATED DISTRIBUTION OF A QUADRATIC FORM IN NORMAL VARIABLES (English)
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2002
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quadratic form in normal variables
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characteristic function
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truncation error
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Newton's method
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secand method
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