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

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Jelenkowska H. T., Agricultural University of Lublin I. o. A. M.
Acta Universitatis Lodziensis. Folia Oeconomica
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2000
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vol. 152
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.
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