On Estimating Distributions of Normalized Quadratic Forms of Normally Distributed Random Variables

DOI10.1137/1130071zbMath0593.62044OpenAlexW2039458141MaRDI QIDQ3723501

L. S. Ponomarenko

Publication date: 1986

Published in: Theory of Probability & Its Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1137/1130071

zbMATH Keywords

quadratic forms of normally distributed random variables

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Characterization and structure theory of statistical distributions (62E10)

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An upper bound for the distribution function of a positive definite quadratic form

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