An upper bound for the distribution function of a positive quadratic

Journal Article

M.M.Siddiqui, . 2001

• نوع عمل المنشور: بحث علمي
• رابط المنشور على الويب: http://www.tandfonline.com/doi/abs/10.1080/00949650108812081#.U2MtAoGSxDg
• الوسوم: quadratic forms, upper bound,distribution functions
• المجلة \ الصحيفة: Journal of Statistical Computation and Simulation
• رقم العدد: 69
• رقم الإصدار السنوي: 1
• الصفحات: 41-56

مستخلص المنشور

In this paper the researchers are presenting an upper bound for the distribution function of quadratic forms in normal vector with mean zero and positive definite covariance matrix. They also will show that the new upper bound is more precise than the one introduced by Okamoto [4] and the one introduced by Siddiqui [5]. Theoretical Error bounds for both, the new and Okamoto upper bounds are derived in this paper. For larger number of terms in any given positive definite quadratic form, a rough and easier upper bound is suggested.