THE DISTRIBUTION OF HOMOGENEOUS AND NON-HOMOGENEOUS QUADRATIC FUNCTIONS OF NORMAL VARIABLES

Abstract

The distribution of homogeneous and non-homogeneous quadratic functions of normal variables is presented. In geometrical terms the probability content is evaluated for a fixed ellipsoid of arbitrary size, location and orientation under an underlying multivariate normal distribution.

Document Details

Document Type
Technical Report
Publication Date
Aug 01, 1961
Accession Number
AD0262757

Entities

People

  • Harold Ruben

Organizations

  • Boeing

Tags

DTIC Thesaurus Topics

  • Bodies
  • Convex Bodies
  • Distribution Functions
  • Ellipsoids
  • Mathematics
  • Normal Distribution
  • Orientation (Direction)
  • Probability

Fields of Study

  • Mathematics

Readers

  • Electromagnetic Wave Scattering and Antenna Radiation Engineering
  • Statistical inference.