Serial Correlation and Quadratic Forms in Normal Variables

The moments of products of quadratic forms in normal variables*

The expectation of the product of an arbitrary number of quadratic forms in normally distributed variables is derived.

Title Distribution Function of Quadratic Forms in Normal Variables

June 22, 2010 Type Package Title Distribution function of quadratic forms in normal variables Version 1.0 Date 2010-06-20 Author P. Lafaye de Micheaux Maintainer P. Lafaye de Micheaux Description Computes the distribution function of quadratic forms in normal variables using Imhof’s method, Davies’s algorithm, Farebrother’s algorithm or Liu et al.’s algorithm. License ...

I the Distributions of Quadratic Forms on Normal Random Variables

Applications of quadratic D-forms to generalized quadratic forms

In this paper, we study generalized quadratic forms over a division algebra with involution of the first kind in characteristic two. For this, we associate to every generalized quadratic from a quadratic form on its underlying vector space. It is shown that this form determines the isotropy behavior and the isometry class of generalized quadratic forms.

Package 'compquadform' Title Distribution Function of Quadratic Forms in Normal Variables

Description Computes the distribution function of quadratic forms in normal variables using Imhof's method, Davies's algorithm,Farebrother's algorithm or Liu et al.'s algorithm.