Distribution Results for Positive Definite Quadratic Forms with Repeated Roots.

Abstract

The distribution of a statistic which is a positive linear combination of independent chi-square random variables is evaluated in certain cases where some of the degrees of freedom are larger than one. Such statistics arise in positive definite quadratic forms of normal random vectors and as the trace of a Wishart matrix. They also arise in the asymptotic distribution for chi-squared goodness-of-fit tests with estimated parameters and for the average Kendall tau statistic. (Author)

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Document Details

Document Type
Technical Report
Publication Date
Jul 10, 1984
Accession Number
ADA143450

Entities

People

  • M. E. Bock

Organizations

  • Stanford University

Tags

Communities of Interest

  • C4I

DTIC Thesaurus Topics

  • Analysis Of Variance
  • Bessel Functions
  • Chi Square Test
  • Data Science
  • Distribution Functions
  • Equations
  • Goodness Of Fit Tests
  • Hypergeometric Functions
  • Information Science
  • New York
  • Probability
  • Random Variables
  • Statistical Analysis
  • Statistics
  • Theorems
  • Two Dimensional
  • Wishart Matrices

Fields of Study

  • Mathematics

Readers

  • Statistical inference.