Accession Number : ADA115355

Title :   Distributions of Quadratic Forms and Cochran's Theorem for Elliptically Contoured Distributions and their Applications.

Descriptive Note : Technical rept.,

Corporate Author : STANFORD UNIV CA DEPT OF STATISTICS

Personal Author(s) : Anderson,T W ; Fang,Kai-Tai

PDF Url : ADA115355

Report Date : May 1982

Pagination or Media Count : 37

Abstract : This paper extends the theory of the distributions of quadratic forms and Cochran's theorem from normal populations to elliptically contoured distributions. Some interesting applications are discussed. In addition, some properties of quadratic forms of normal distributions are shown, in fact, to characterize normality. (Author)

Descriptors :   *Distribution theory, *Multivariate analysis, Dirichlet integral, Normality, Symmetry, Matrices(Mathematics), Contours, Quadratic equations

Subject Categories : Statistics and Probability

Distribution Statement : APPROVED FOR PUBLIC RELEASE