A Lower Bound for Distributions of Quadratic Forms of Normally Distributed Random Variables

DOI10.1137/1132115zbMath0677.60011OpenAlexW2073327365MaRDI QIDQ3833323

Eh. B. Bagirov

Publication date: 1987

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

Full work available at URL: https://doi.org/10.1137/1132115

zbMATH Keywords

quadratic formcharacteristic functionsBessel functionssymmetrization inequalities

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Probability distributions: general theory (60E05)

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