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Volumn 72, Issue 2, 2000, Pages 163-182

On the Joint Distribution of a Quadratic and a Linear Form in Normal Variables

Author keywords

Joint distribution; Laguerre polynomials; Linear form; Quadratic form

Indexed keywords


EID: 0011140842     PISSN: 0047259X     EISSN: None     Source Type: Journal    
DOI: 10.1006/jmva.1999.1860     Document Type: Article
Times cited : (6)

References (12)
  • 3
    • 0142121250 scopus 로고
    • Series expansions for quadratic forms in normal variables
    • R. Gideon and J. Gurland, Series expansions for quadratic forms in normal variables, J. Amer. Stat. Assoc. 71 (1976), 227-232.
    • (1976) J. Amer. Stat. Assoc. , vol.71 , pp. 227-232
    • Gideon, R.1    Gurland, J.2
  • 4
    • 0001989448 scopus 로고
    • Tables of distributions of positive definite quadratic forms in central normal variables
    • N. Johnson and S. Kotz, Tables of distributions of positive definite quadratic forms in central normal variables, Sankhya B 30 (1968), 303-314.
    • (1968) Sankhya B , vol.30 , pp. 303-314
    • Johnson, N.1    Kotz, S.2
  • 7
    • 4243539037 scopus 로고    scopus 로고
    • Simultaneous Shewhart-Type charts for the mean and the variance of a time series
    • S. Knoth, W. Schmid, and A. Schöne, Simultaneous Shewhart-Type charts for the mean and the variance of a time series, Frontiers Statist. Quality Control 6 (1999).
    • (1999) Frontiers Statist. Quality Control , vol.6
    • Knoth, S.1    Schmid, W.2    Schöne, A.3
  • 8
    • 0000024624 scopus 로고
    • Series representations of distributions of quadratic forms in normal variables I
    • S. Kotz, N. Johnson, and D. Boyd, Series representations of distributions of quadratic forms in normal variables I, Ann. Math. Statist. 38 (1967), 823-837.
    • (1967) Ann. Math. Statist. , vol.38 , pp. 823-837
    • Kotz, S.1    Johnson, N.2    Boyd, D.3
  • 10
    • 0039861868 scopus 로고    scopus 로고
    • Some properties of the EWMA control chart in the presence of autocorrelation
    • W. Schmid and A. Schöne, Some properties of the EWMA control chart in the presence of autocorrelation, Ann. Statist. 25 (1997), 1277-1283.
    • (1997) Ann. Statist. , vol.25 , pp. 1277-1283
    • Schmid, W.1    Schöne, A.2
  • 11
    • 85031556126 scopus 로고    scopus 로고
    • Ph.D. thesis, Department of Stochastics, University of Ulm
    • A. Schöne, Control charts for correlated data, Ph.D. thesis, Department of Stochastics, University of Ulm, 1997.
    • (1997) Control Charts for Correlated Data
    • Schöne, A.1


* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.