Except in special cases, the distribution of a quadratic form Q in the normal random vector y cannot be expressed in closed form. However, bounds on the cumulative distribution of Q have been obtained ...
This is a preview. Log in through your library . Abstract A method used by Kac in the study of Wiener functionals is adapted to the problem of calculating in closed form the joint moment generating ...
THESE are Nos. 3, 4, and 5 of the Cambridge Tracts in Mathematics and Mathematical Physics, which are intended to help students by providing them with brief and readable introductions to mathematical ...
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