Sharp estimates for the CDF of quadratic forms of MPE random vectors

In this paper we develop an efficient analytical expansion of the cumulative distribution function (cdf) XBXt where X=(X1,…,Xn+1) with n≥2, follows a multivariate power exponential distribution (MPE). Our approach provides a sharp estimate of the cumulative distribution function of a quadratic form of MPE, together with explicit error estimates.