Rice, S. O. Distribution of quadratic forms in normal random variables evaluation by numerical integration. (English) Zbl 0484.65085 SIAM J. Sci. Stat. Comput. 1, 438-448 (1980). Page: −5 −4 −3 −2 −1 ±0 +1 +2 +3 +4 +5 Show Scanned Page Cited in 1 ReviewCited in 16 Documents MSC: 65C99 Probabilistic methods, stochastic differential equations 62E99 Statistical distribution theory 60E10 Characteristic functions; other transforms Keywords:distribution function; quadratic form; numerical integration methods; inverting the characteristic function PDF BibTeX XML Cite \textit{S. O. Rice}, SIAM J. Sci. Stat. Comput. 1, 438--448 (1980; Zbl 0484.65085) Full Text: DOI OpenURL