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

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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.

Author(s):
Ruben, Harold
Author Organization(s):
BOEING SCIENTIFIC RESEARCH LABS SEATTLE WASH
Pagination:
0001

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
D1 82 0126
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
*COMPLEX VARIABLES, *FUNCTIONS(MATHEMATICS), *GEOMETRY, *STATISTICAL FUNCTIONS, MATRICES(MATHEMATICS), PROBABILITY, STATISTICAL ANALYSIS, STATISTICAL DISTRIBUTIONS
Report Date:
1961 Aug 01