Approximations to Joint Distributions of Definite Quadratic Forms

Abstract

Multidimensional Wilson-Hilferty transformations support Gaussian approximations to certain joint distributions of quadratic forms in Gaussian variables. Central and noncentral distributions are studied and applications are noted. Parameters of the approximating distributions are given up to terms of order omicron(v to the minus 3rd power) in the degrees of freedom (nu). Numerical studies validate using these approximations over a range of parameters for an essential subclass of the distributions.

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Document Details

Document Type
Technical Report
Publication Date
Nov 21, 1989
Accession Number
ADA216434

Entities

People

  • D. R. Jensen
  • Herbert Solomon

Organizations

  • Stanford University

Tags

Communities of Interest

  • Energy and Power Technologies
  • Space
  • Weapons Technologies

DTIC Thesaurus Topics

  • Accuracy
  • Algorithms
  • Analysis Of Variance
  • Applied Mathematics
  • Binomials
  • Computations
  • Data Science
  • Distribution Functions
  • Gaussian Distributions
  • Information Science
  • Mathematical Models
  • Mathematics
  • Operations Research
  • Probability
  • Sequences
  • Statistics
  • United States

Fields of Study

  • Mathematics

Readers

  • Statistical inference.