MathGroup Archive 1997

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Imhof Subroutines


Hallo Guys,

Anyone knows whether there are subroutines available for 
IMHOF type calculations ?

IT gives the probability distibution function of a ratio of two 
quadratic forms , i.e 

P(Q1/Q2 < z) 

where Q1 = x'Ax , Q2 = x'Bx , A,B psd matrices. x ~ N(0,I)

Thank you 

Anurag
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