Article ID | Journal | Published Year | Pages | File Type |
---|---|---|---|---|
1146318 | Journal of Multivariate Analysis | 2010 | 17 Pages |
Abstract
In this paper we develop an efficient analytical expansion of the cumulative distribution function (cdf) XBXt where X=(X1,â¦,Xn+1) with nâ¥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.
Keywords
Related Topics
Physical Sciences and Engineering
Mathematics
Numerical Analysis
Authors
J. Sadefo Kamdem,