Approximating the Distribution of Quadratic Forms Using Orthogonal Polynomials
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In this paper we propose some techniques to approximate the distribution of quadratic forms in normal random variables. The first two techniques will be based on orthogonal polynomials, namely; the Hermitte and Laguerre polynomials. The third technique will be based on a mixture of normal and truncated gamma distributions. The performance of these approximations will be studied and discussed for various quadratic forms.
- Qatar University Science Journal - [From 1981 TO 2007] [770 items ]