Distributions of Quadratic Forms and Cochran's Theorem for Elliptically Contoured Distributions and their Applications.

Abstract

This paper extends the theory of the distributions of quadratic forms and Cochran's theorem from normal populations to elliptically contoured distributions. Some interesting applications are discussed. In addition, some properties of quadratic forms of normal distributions are shown, in fact, to characterize normality. (Author)

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Document Details

Document Type
Technical Report
Publication Date
May 01, 1982
Accession Number
ADA115355

Entities

People

  • Kai-tai Fang
  • Theodore W. Anderson

Organizations

  • Stanford University

Tags

Communities of Interest

  • Materials and Manufacturing Processes

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Confidence Limits
  • Covariance
  • Data Science
  • Estimators
  • Information Science
  • Maximum Likelihood Estimation
  • Military Research
  • Multivariate Analysis
  • Normal Distribution
  • Probability
  • Random Variables
  • Regression Analysis
  • Statistical Algorithms
  • Statistical Analysis
  • Statistical Inference
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Plasma Physics / Magnetohydrodynamics
  • Regression Analysis.