DISTRIBUTION OF QUADRATIC FORMS IN THE MULTIVARIATE SINGULAR NORMAL DISTRIBUTION.

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Abstract:

The purpose of this paper is to investigate the distribution and independence properties of quadratic forms of the type XAX 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

Author(s):
Davis, Paula Carter ; Kapadia, C. H. ; Webster, J. T.
Author Organization(s):
SOUTHERN METHODIST UNIV DALLAS TEX DEPT OF STATISTICS
Descriptive Note:
Technical rept.,
Supplementary Note:
Report on Themis Signal Analysis Statistics Research Program.
Pagination:
0013

Security Markings

DOCUMENT & CONTEXTUAL SUMMARY

Distribution:
Approved For Public Release

RECORD

Collection: TR
Identifying Numbers
Report Number(s):
THEMIS-SMU-TR-23
Contract/Grant Number(s):
N00014-68-A-0515
Project Number(s):
NR-042-260
 Subject Terms
Communities of Interest:
No COI(s) Identified
Descriptor(s):
(*STATISTICAL DISTRIBUTIONS, MULTIVARIATE ANALYSIS), DISTRIBUTION THEORY, MATRICES(MATHEMATICS), THEOREMS
Field(s)/Group(s):
Statistics and Probability
Keyword(s):
MULTIVARIATE NORMAL DISTRIBUTION, QUADRATIC FORMS, THEMIS PROJECT
Report Date:
1969 Jan 22