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

  • Robbins H
  • Pitman E
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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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Robbins, H., & Pitman, E. J. G. (1949). Application of the Method of Mixtures to Quadratic Forms in Normal Variates. The Annals of Mathematical Statistics, 20(4), 552–560. https://doi.org/10.1214/aoms/1177729947

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