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
>
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