Work

On the Distribution of $2 \times 2$ Random Normal Determinants

Year: 1958

Type: article

Abstract: The c.d.f. of a $2 \times 2$ random determinant with mutually independent normally distributed entries is derived as an infinite series. Error functions that bound the tail of this series facilitate numerical calculation. Conditions are imposed on four variable quadratic forms for this distribution to apply. A normal approximation to the distribution is suggested.

Source: The Annals of Mathematical Statistics

DOI: 10.1214/aoms/1177706634

Author: W. L. Nicholson

Language: English

Topic: Probability and Statistical Research

Subfield: Statistics and Probability

Field: Mathematics

Domain: Physical Sciences

Open Access status: bronze

OpenAlex ID: W2026135093

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Cited by: 7

Related to: 10