Some Results on the Distribution of Quadratic Forms in Normal Variables

Document Type : Original Article

Author

Abstract

The distributions and probability integrals of some quadratic forms applied in testing the null hypothesis (H) in the analysis of variance are reviewed. In the alternative hypothesis (H), the distributions of the quadratic forms that almost occur in evaluating the power function are investigated. The author gives in this paper: The cube-root normalization method of the non-central chi-square. Exact formulae for the distribution and probability integrals of a weighted sum of chi-squares with even degrees of freedom are given in finite series. The probability integral for a variable distributed as the ratio of two independent weighted sums of chi-squares, with even degrees of freedom, also given. Special cases and numerical examples are given for illustration and verification.

Keywords