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315747

A Compact Explicit Distribution for the Positive Definite Quadratic Forms in Normal Variates

Article

Last updated: 28 Dec 2024

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Abstract

The paper presents an explicit expression for the distribution of the positive definite quadratic forms in the normal case, this problem is the same as that of a weighted chi-square variates with positive weights. Two results are introduced, the first deals with the exact explicit form of the density function of the weighted chi-square variates with even degrees of freedom, and the second is a generalization to deal with the case of odd or/and even degrees of freedom. result of the later case which is an approximation in the case of odd values was shown to be mixture of two density functions of the first type. The distribution is shown to be a finite series of gamma functions.

DOI

10.21608/esju.1976.315747

Keywords

Compact Explicit Distribution, Positive Definite Quadratic Forms, Gamma Functions

Authors

First Name

Ahmed

Last Name

El Mawaziny

MiddleName

H.

Affiliation

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Email

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City

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Orcid

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Volume

20

Article Issue

1

Related Issue

43269

Issue Date

1976-06-01

Receive Date

2023-09-03

Publish Date

1976-06-01

Page Start

1

Page End

18

Print ISSN

0542-1748

Online ISSN

2786-0086

Link

https://esju.journals.ekb.eg/article_315747.html

Detail API

https://esju.journals.ekb.eg/service?article_code=315747

Order

1

Type

Original Article

Type Code

1,914

Publication Type

Journal

Publication Title

The Egyptian Statistical Journal

Publication Link

https://esju.journals.ekb.eg/

MainTitle

A Compact Explicit Distribution for the Positive Definite Quadratic Forms in Normal Variates

Details

Type

Article

Created At

28 Dec 2024