Application of the Method of Mixtures to Quadratic Forms in Normal Variates

1949/12/01 by Herbert Robbins, E. J. G. Pitman · 5 citations
Engineering · Computer Science · #Freezing and Crystallization Processes #Statistical and Computational Modeling

paper · pdf · doi:10.1214/aoms/1177729947

Abstract

The method of mixtures, explained in Section 2, is applied to derive the distribution functions of a positive quadratic form in normal variates and of the ratio of two independent forms of this type.

Citations

• Mixture of Distributions

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