Asymmetric quadratic coefficient problem
- To: mathgroup at smc.vnet.net
- Subject: [mg49864] Asymmetric quadratic coefficient problem
- From: "Xiao Huang" <xiaohda at hotmail.com>
- Date: Wed, 4 Aug 2004 10:46:56 -0400 (EDT)
- Sender: owner-wri-mathgroup at wolfram.com
Dear All,
Does any one know how to deal with asymmetric quadratic coefficient in
QuadraticFormDistribution[ {A,b,c}, {mu, sigma}] for z'Az+b'z+c?
Mathematica assumes A is a symmetric matrix, but I now have an asymmetric
and singular matrix A.
Also, I'd really appreciate if any expert here can give me some
clue/reference about the following problem: how can I calculate different
quantiles of a mixture distribution? One way is to do the simulation, but is
it possible to use the function Quantile[.] in Mathematica? if yes, how?
Thank you!
Xiao
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