Geodesic
Computing the distribution functions of quadratic forms of normally distributed random variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 797-809

Voir la notice de l'article provenant de la source Math-Net.Ru

The problem of computing the distribution functions of positive definite and indefinite, central and non-central quadratic forms of normally distributed random variables is considered. Conditions of consistency of Smirnov's formula for the distribution of infinite quadratic forms are obtained. 
@article{TVP_1975_20_4_a7,
     author = {G. V. Martynov},
     title = {Computing the distribution functions of quadratic forms of normally distributed random variables},
     journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
     pages = {797--809},
     publisher = {mathdoc},
     volume = {20},
     number = {4},
     year = {1975},
     language = {ru},
     url = {http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a7/}
}
TY  - JOUR
AU  - G. V. Martynov
TI  - Computing the distribution functions of quadratic forms of normally distributed random variables
JO  - Teoriâ veroâtnostej i ee primeneniâ
PY  - 1975
SP  - 797
EP  - 809
VL  - 20
IS  - 4
PB  - mathdoc
UR  - http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a7/
LA  - ru
ID  - TVP_1975_20_4_a7
ER  - 
%0 Journal Article
%A G. V. Martynov
%T Computing the distribution functions of quadratic forms of normally distributed random variables
%J Teoriâ veroâtnostej i ee primeneniâ
%D 1975
%P 797-809
%V 20
%N 4
%I mathdoc
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a7/
%G ru
%F TVP_1975_20_4_a7
G. V. Martynov. Computing the distribution functions of quadratic forms of normally distributed random variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 797-809. http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a7/