Application of the Method of Mixtures to Quadratic Forms in Normal Variates
The Annals of Mathematical StatisticsPublished 1 December 1949Open access
Herbert Robbins, E. J. G. Pitman
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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.
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