• Title of article

    The Probability Content of Cones in Isotropic Random Fields

  • Author/Authors

    Provost، نويسنده , , Serge B. and Cheong، نويسنده , , Young-Ho، نويسنده ,

  • Issue Information
    دوفصلنامه با شماره پیاپی سال 1998
  • Pages
    18
  • From page
    237
  • To page
    254
  • 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.
  • Keywords
    Spherically symmetric distributions , Quadratic forms , cones , exact distribution , Moments , serial covariance , Elliptically contoured distributions
  • Journal title
    Journal of Multivariate Analysis
  • Serial Year
    1998
  • Journal title
    Journal of Multivariate Analysis
  • Record number

    1557521