Accession Number:

AD0262757

Title:

THE DISTRIBUTION OF HOMOGENEOUS AND NON-HOMOGENEOUS QUADRATIC FUNCTIONS OF NORMAL VARIABLES

Descriptive Note:

Corporate Author:

BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH

Personal Author(s):

• RUBEN,HAROLD

Report Date:

1961-08-01

Pagination or Media Count:

1.0

Abstract:

The distribution of homogeneous and non-homogeneous quadratic functions of normal variables is presented. In geometrical terms the probability content is evaluated for a fixed ellipsoid of arbitrary size, location and orientation under an underlying multivariate normal distribution.

Descriptors:

• *COMPLEX VARIABLES
• *FUNCTIONS(MATHEMATICS)
• *GEOMETRY
• *STATISTICAL FUNCTIONS
• MATRICES(MATHEMATICS)
• PROBABILITY
• STATISTICAL ANALYSIS
• STATISTICAL DISTRIBUTIONS

Subject Categories:

Distribution Statement:

APPROVED FOR PUBLIC RELEASE