Moments of coverage of a random ellipsoid

DOI10.1007/BF02482497zbMath0588.62073OpenAlexW2078126906MaRDI QIDQ1073500

Michael Evans

Publication date: 1986

Published in: Annals of the Institute of Statistical Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02482497

zbMATH Keywords

approximationsnormal distributiontolerance regionsquadratic form in normal variablescontent at confidence leveldistribution of coveragemoments of coveragerandom ellipsoid

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10)

Cites Work

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• Tolerance regions for a multivariate normal population
• Probability Content of Regions Under Spherical Normal Distributions, I
• Tables of two-sided tolerance factors for a normal distribution
• Simultaneous tolerance intervals in regression
• Construction of $\beta$-Content Tolerance Regions at Confidence Level $\gamma$ for Large Samples from the $k$-Variate Normal Distribution
• Probability Content of Regions Under Spherical Normal Distributions, IV: The Distribution of Homogeneous and Non-Homogeneous Quadratic Functions of Normal Variables
• On the Measure of a Random Set
• Tolerance Limits for a Normal Distribution

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