TABLES OF DISTRIBUTIONS OF QUADRATIC FORMS IN CENTRAL NORMAL VARIABLES I,

Abstract

The tables give values of the probability density and cumulative distribution functions of the random variable alpha sub 1 (U sub 1 squared) + alpha sub 2 (U sub 2 squared) + alpha sub 3 (U sub 3 squared) + alpha sub 4 (U sub 4 squared) where the U's are mutually independent unit normal variables, with the alpha's satisfying the condition alpha sub 1 + alpha sub 2 + alpha sub 3 + alpha sub 4 = 4. The tables include sets of alpha values from (2.5, 0.7, 0.4, 0.4) to (1.1, 1.1, 0.9, 0.9) in all 36 sets of alpha values. The tabulated values shown to five decimal places are based on original calculations which should have an error less than 1 in the eighth decimal place. (Author)

Document Details

Document Type
Technical Report
Publication Date
Dec 01, 1967
Accession Number
AD0668479

Entities

People

  • Norman L. Johnson
  • Samuel Kotz

Organizations

  • University of North Carolina at Chapel Hill

Tags

DTIC Thesaurus Topics

  • Cooperation
  • Distribution Functions
  • Functions (Mathematics)
  • Mathematical Analysis
  • Mathematics
  • Probability
  • Probability Distributions
  • Random Variables
  • Statistical Analysis
  • Statistics
  • Stochastic Processes

Readers

  • Statistical inference.