Services & Resources / Wolfram Forums
-----
 /
MathGroup Archive
1997
*January
*February
*March
*April
*May
*June
*July
*August
*September
*October
*November
*Archive Index
*Ask about this page
*Print this page
*Give us feedback
*Sign up for the Wolfram Insider

MathGroup Archive 1997

[Date Index] [Thread Index] [Author Index]

Search the Archive

Imhof Subroutines

  • To: mathgroup at smc.vnet.net
  • Subject: [mg5726] Imhof Subroutines
  • From: "BANERJEE ANURAG" <A.Banerjee at kub.nl>
  • Date: Sat, 11 Jan 1997 14:29:15 -0500
  • Organization: Tilburg University
  • Sender: owner-wri-mathgroup at wolfram.com

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
----------------------------|-------------------------------
Anurag Narayan Banerjee     | Residence :
PO BOX 90153                | 381 Nassaustraat
CentER, Tiburg University   | 5046 NW 
5000 LE                     | Tilburg
Tilburg                     |
Netherlands                 | 
                            |
Ph : (31)(13)4668221        | Ph : (31)(13) 5355244
Fax : (31)(13)4663066       |
----------------------------|-------------------------------
http://cwis.kub.nl/~few5/center/phd_stud/banerjee/home.HTM 
------------------------------------------------------------


  • Prev by Date: Area optimization
  • Next by Date: RE: Wolfram Research and the Mathematica Journal
  • Previous by thread: Area optimization
  • Next by thread: RE: Wolfram Research and the Mathematica Journal