Gaussian approximation to a bivariate quadratic form distribution

DOI10.1080/00949657908810329zbMath0422.62045OpenAlexW2011081109MaRDI QIDQ3855986

Yogendra P. Chaubey

Publication date: 1979

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949657908810329

zbMATH Keywords

Gaussian approximationchi-square random variablebivariate quadratic form distributionRaleigh distribution

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Asymptotic distribution theory in statistics (62E20) Exact distribution theory in statistics (62E15)

Related Items (2)

Testing the equality of the variances of two linear models ⋮ Moments of a ratio of two positive quadratic forms in normal variables

Cites Work

• On the non-central chi-square distribution
• The noncentral bivariate chisquared distribution and extensions
• Gaussian approximation to bivariate rayleigh distributions
• Computing the distribution of quadratic forms in normal variables
• The Noncentral Bivariate Chi Distribution
• Limit Properties of Noncentral Multivariate Rayleigh and Chi-Square Distributions
• THE JOINT DISTRIBUTION OF QUADRATIC FORMS AND RELATED DISTRIBUTIONS1
• A Gaussian Approximation to the Distribution of a Definite Quadratic Fo

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