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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Anurag Narayan Banerjee | Residence :
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