The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables.

An expression for the exact cumulative distribution function of a ratio of quadratic forms in noncentral normal variable is derived in terms of infinite series of top order invariant polynomials.

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Authors:	Forchini, Giovanni
Institutions:	Department of Economics and Related Studies, University of York
Subject:	Ratio of quadratic forms \| quadratic forms in normal variables

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Series:	Discussion Papers.
Type of publication:	Book / Working Paper
Language:	English
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10005695855