Accession Number : AD0682961

Title :   DISTRIBUTION OF QUADRATIC FORMS IN THE MULTIVARIATE SINGULAR NORMAL DISTRIBUTION.

Descriptive Note : Technical rept.,

Corporate Author : SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS

Personal Author(s) : Davis,Paula Carter ; Kapadia,C. H. ; Webster,J. T.

Report Date : 22 JAN 1969

Pagination or Media Count : 13

Abstract : The purpose of this paper is to investigate the distribution and independence properties of quadratic forms of the type X'AX where X, a pxl random vector, has the multivariate normal distribution with the corresponding mean vector mu and the pxp variance covariance matrix V of rank k < p. (Author)

Descriptors :   (*STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS), DISTRIBUTION THEORY, MATRICES(MATHEMATICS), THEOREMS

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE