GAUSSIAN APPROXIMATION TO DISTRIBUTION OF A DEFINITE QUADRATIC FORM

被引：89

作者：

JENSEN, DR

SOLOMON, H

机构：

[1] VIRGINIA POLYTECH INST, DEPT STATISTICS, BLACKSBURG, VA 24061 USA

[2] STANFORD UNIV, DEPT STATISTICS, STANFORD, CA 94305 USA

来源：

JOURNAL OF THE AMERICAN STATISTICAL ASSOCIATION | 1972年 / 67卷 / 340期

关键词：

D O I：

10.2307/2284657

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

引用

页码：898 / 902

页数：5

共 22 条

[1] APPROXIMATE FORMULAE FOR THE PERCENTAGE POINTS AND THE PROBABILITY INTEGRAL OF THE NON-CENTRAL CHI-2 DISTRIBUTION [J].

ABDELATY, SH .

BIOMETRIKA, 1954, 41 (3-4) :538-540

[2] A SURVEY OF COVERAGE PROBLEMS ASSOCIATED WITH POINT AND AREA TARGETS [J].

ECKLER, AR .

TECHNOMETRICS, 1969, 11 (03) :561-&

[3] APPROXIMATE FORMULAS FOR THE PERCENTAGE POINTS AND NORMALIZATION OF T AND X2 [J].

GOLDBERG, H ;

LEVINE, H .

ANNALS OF MATHEMATICAL STATISTICS, 1946, 17 (02) :216-225

[4] BIBLIOGRAPHY ON MULTIVARIATE NORMAL INTEGRALS AND RELATED TOPICS [J].

GUPTA, SS .

ANNALS OF MATHEMATICAL STATISTICS, 1963, 34 (03) :829-+

[5] COMPUTING DISTRIBUTION OF QUADRATIC FORMS IN NORMAL VARIABLES [J].

IMHOF, JP .

BIOMETRIKA, 1961, 48 (3-4) :419-&

[6]

Johnson N. L., 1968, SANKHYA B, V30, P303

[7] ON AN EXTENSION OF THE CONNEXION BETWEEN POISSON AND CHI-2 DISTRIBUTIONS [J].

JOHNSON, NL .

BIOMETRIKA, 1959, 46 (3-4) :352-364

[8]

JOHNSON NL, 1967, 543 U N CAR I STAT M

[9]

JOHNSON NL, 1967, 557 U N CAR I STAT M

[10]

Johnson NL., 1970, DISTRIBUTIONS STAT C

← 1 2 3 →