The Distribution of a Ratio of Quadratic Forms in Noncentral Normal Variables

Giovanni Forchini

Discussion Papers from Department of Economics, University of York

Abstract: An expression for the exact cumulative distribution function of a ratio of quadratic forms in noncentral normal variable is derived in terms of infinite series of top order invariant polynomials.

Keywords: Ratio of quadratic forms; quadratic forms in normal variables. (search for similar items in EconPapers)
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