Teoriâ veroâtnostej i ee primeneniâ, Tome 20 (1975) no. 4, pp. 797-809
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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/
@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},
year = {1975},
volume = {20},
number = {4},
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
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
%U http://geodesic.mathdoc.fr/item/TVP_1975_20_4_a7/
%G ru
%F TVP_1975_20_4_a7
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.
