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.

Full Text
Paper version not known

Talk to us

Join us for a 30 min session where you can share your feedback and ask us any queries you have

Schedule a call

Disclaimer: All third-party content on this website/platform is and will remain the property of their respective owners and is provided on "as is" basis without any warranties, express or implied. Use of third-party content does not indicate any affiliation, sponsorship with or endorsement by them. Any references to third-party content is to identify the corresponding services and shall be considered fair use under The CopyrightLaw.