Certain important statistical inference and classification problems lead to the consideration of quadratic forms in rotationally invariant random variables. In this paper noncentral probabilities under a multivariate elliptical gamma distribution are studied. The density and cumulative distribution function of the squared noncentral radii are expressed in a Laguerre series form and certain recurrences are derived. Finally, two numerical approximations are discussed.
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Markos V. Koutras (1986) studied this question.
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