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An upper bound for the distribution function of a positive definite quadratic form
Abstract: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.
Keywords:Quadratic forms  Upper bound  Approximation  Distribution function
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