TABLES OF DISTRIBUTIONS OF QUADRATIC FORMS IN CENTRAL NORMAL VARIABLES II,
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) + alpha sub 5 (U sub 5 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 + alpha sub 5 = 5. The tables include sets of alpha values from (3.0, 0.5, 0.5, 0.5, 0.5) to (1.1, 1.1, 1.0, 0.9, 0.9) in all seventy 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.
Document Details
- Document Type
- Technical Report
- Publication Date
- Dec 01, 1967
- Accession Number
- AD0668480
Entities
People
- Norman L. Johnson
- Samuel Kotz
Organizations
- University of North Carolina at Chapel Hill