The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables
Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 642-646
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The extrema are determined for the distribution function of the ratio on nonnegative definite quadratic forms $Q_1$ and $Q_2$ in centered Gaussian random variables, subject to condition $\mathbf{E}Q_1=\mathbf{E}Q_2\ne 0$.
Keywords:
distribution function, extrema, quadratic form
Mots-clés : Gaussian random variables.
Mots-clés : Gaussian random variables.
@article{TVP_1995_40_3_a12,
author = {N. K. Bakirov},
title = {The extrema of the distribution function for the ratio of quadratic forms in {Gaussian} variables},
journal = {Teori\^a vero\^atnostej i ee primeneni\^a},
pages = {642--646},
publisher = {mathdoc},
volume = {40},
number = {3},
year = {1995},
language = {ru},
url = {http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a12/}
}
TY - JOUR AU - N. K. Bakirov TI - The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables JO - Teoriâ veroâtnostej i ee primeneniâ PY - 1995 SP - 642 EP - 646 VL - 40 IS - 3 PB - mathdoc UR - http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a12/ LA - ru ID - TVP_1995_40_3_a12 ER -
N. K. Bakirov. The extrema of the distribution function for the ratio of quadratic forms in Gaussian variables. Teoriâ veroâtnostej i ee primeneniâ, Tome 40 (1995) no. 3, pp. 642-646. http://geodesic.mathdoc.fr/item/TVP_1995_40_3_a12/