The Probability Content of Cones in Isotropic Random Fields

Serge B. Provost and Young-Ho Cheong

Journal of Multivariate Analysis, 1998, vol. 66, issue 2, 237-254

Abstract: This paper provides computable representations for the evaluation of the probability content of cones in isotropic random fields. A decomposition of quadratic forms in spherically symmetric random vectors is obtained and a representation of their moments is derived in terms of finite sums. These results are combined to obtain the distribution function of quadratic forms in spherically symmetric or central elliptically contoured random vectors. Some numerical examples involving the sample serial covariance are provided. Ratios of quadratic forms are also discussed.

Keywords: Spherically; symmetric; distributions; elliptically; contoured; distributions; quadratic; forms; cones; exact; distribution; moments; serial; covariance (search for similar items in EconPapers)
Date: 1998
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