Algorithm AS106

J Sheil, I. O. (1977). Algorithm AS106: The distribution of non-negative quadratic forms in normal variables.

Type

Unclassified

Intellectual base

Unclassified

Year

1977

DOI

10.2307/2346884

Link

https://doi.org/10.2307/2346884

Cited by

1 citation across 1 artifact.

Domain-specific

• Generalized chi-squared distribution
  • … observable transfers from A test statistic formed from a weighted sum of squared correlated normal measurements follows a generalized chi-squared law after diagonalization. to Numerical work reports algorithm and tail-error control because mixed-sign weights can make simple chi-square approximations unreliable..

Verification

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Registry ID ref:8c5626cf27b3 · see in the full table