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A note on the joint distribution of correlated quadratic forms |
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| Authors: | C. G. Khatri |
| Affiliation: | Gujarat University, USA;University of Pittsburgh, PA, U.S.A.;University of North Carolina, Chapel Mill, NC, U.S.A. |
| Abstract: | In the present paper, the authors obtained exact and asymptotic expressions for the joint distribution of correlated quadratic forms when the underlying distribution is a multivariate normal. |
| Keywords: | Characteristic function distribution function quadratic forms Hermite polynomial Laguerre polynomials probability density functions power series expansion |
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