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
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