[R] what does the sum of square of Gaussian RVs with differen t variance obey?

[Peter Dalgaard BSA]

RBaskin at ahrq.gov writes:

> This is a relatively recent article that is somewhat accessible.
> Jensen, D. R., and Solomon, Herbert (1994), "Approximations to joint
> distributions of definite quadratic forms", Journal of the American
> Statistical Association, 89 , 480-486
> It has references to previous work.
> 
> I also have an old paper that is so old I can't tell what journal it came
> out of:(
> Grad, Arthur and Solomon, Herbert "Distribution of Quadratic Forms and Some
> Applications" probably published in 55 or 56 but I can't tell.  The paper by
> Grad and Solomon uses the moment generating function to give the exact
> distribution and various approximations to produce a table for a sum of 2 or
> 3 variates.

Looks like this one (courtesy of JSTOR):

    Distribution of Quadratic Forms and Some Applications

        Arthur Grad; Herbert Solomon

        The Annals of Mathematical Statistics, Vol. 26, No. 3. (Sep.,
        1955), pp. 464-477.



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