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January 1, 1990Journal of the Royal Statistical Society Series C (Applied Statistics)

Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables

R. W. Farebrother

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Abstract

R. W. Farebrother, Algorithm AS 256: The Distribution of a Quadratic Form in Normal Variables, Journal of the Royal Statistical Society. Series C (Applied Statistics), Vol. 39, No. 2 (1990), pp. 294-309

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R. W. Farebrother (1990) studied this question.

synapsesocial.com/papers/6a1d68e7ba65f5ee325e5805 https://doi.org/10.2307/2347778

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