Evaluation of the Probability Content as an Infinite Linear Combination of Wishart Distributions

• Authors: Jelenkowska, Helena T

Abstracts

EN

The distribution function of the homogeneous generalized quadratic form is represented as an infinite linear combination of the central Wishart distribution functions. The Probability content of the ellipsoid is expressed as an infinite linear combination of the probability contents of spheres, under a central spherical multivariate normal distributions with unit variance, covariance matrix.

• Publisher: Uniwersytet Łódzki. Wydawnictwo Uniwersytetu Łódzkiego
• Journal: Acta Universitatis Lodziensis. Folia Oeconomica
• Year: 2000
• Volume: 152

Dates

published

2000

Contributors

author

Jelenkowska, Helena T

other

Agricultural University of Lublin, Institute of Applied Mathematics

Identifiers

URI

http://hdl.handle.net/11089/19379