MathGroup Archive 1997

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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
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