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MathGroup Archive 1996

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Imhof routines

  • Subject: [mg3171] Imhof routines
  • From: A.Banerjee at kub.nl ("BANERJEE A." )
  • Date: 14 Feb 1996 06:26:39 -0600
  • Approved: usenet@wri.com
  • Distribution: local
  • Newsgroups: wri.mathgroup
  • Organization: Tilburg University
  • Sender: daemon at wri.com

 > 
> Dear ppl .
> 
> Can someone tell me wheter there are subroutines available to 
> compute IMHOF style routine 
> 
> ie , 
> 
> computing 
> 
> Prob( Q < x ) , where Q is the ratio of two quadratic forms 
> 
> Q = y'Ay / y'By where A, B are positive semi - definite matrices 
> 
>       and y dist N( 0,1)
> 
> Thanks for ur reply 
> 
> Anurag Banerjee
> 
----------------------------|-------------------------------
Anurag Narayan Banerjee     | 
PO BOX 90153                | 
CentER, Tiburg University   |
5000 LE                     |
Tilburg                     |
Netherlands                 |
                            |
Ph : (31)(13)4668221        | 
Fax : (31)(13)4663066       |
----------------------------|-------------------------------
 


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