Distributions of Central Quadratic Forms in Normal Variables: A comparison of Algorithms

Abstract

Quadratic functions of multivariate normal random variables arise with surprising frequency in certain social science theories. However, these seem to be rarely used in applications because of the numerical difficulties in computing their distribution function for an arbitrary positive definite quadratic form in multivariate normal variables. Alternative algorithms are reviewed. Comparison trials are reported to show that the new algorithm is at least a accurate and reliable as the alternative algorithms.

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Document Details

Document Type
Technical Report
Publication Date
Jun 01, 1984
Accession Number
ADA143468

Entities

People

  • Brett A. Williams

Organizations

  • University of Illinois Urbana–Champaign

Tags

Communities of Interest

  • C4I
  • Human Systems

DTIC Thesaurus Topics

  • Algorithms
  • Artificial Intelligence
  • Behavioral Sciences
  • Biological Sciences
  • Cognition
  • Computer Science
  • Education
  • Educational Psychology
  • Human Resources
  • Insensitive Explosives
  • Military Research
  • Personnel Management
  • Plastic Explosives
  • Psychology
  • Random Variables
  • Security
  • Social Sciences

Fields of Study

  • Mathematics

Readers

  • Theoretical Analysis.
  • Wave Propagation and Nonlinear Chaotic Dynamics.