Topic #12 ---------------- OP-SF NET ------------------ May 17, 1995 ~~~~~~~~~ From: Hans Haubold
Subject: New book by Mathai and Provost Authors: A.M.Mathai and S.B. Provost Title: Quadratic Forms in Random Variables: Theory and Applications Publisher: Marcel Dekker, Inc., New York, 1992 Statistics: textbooks and monographs volume 126 The monograph discusses quadratic forms and second degree polynomials in real random variables and normal random vectors and matrices. Naturally, special functions appear particularly in chapter 4 as they are used as representations of densities and distribution functions of quadratic forms. The monograph offers a compilation of known and previously unpublished results in this field, enriched by exercises given in all chapters and can also be used as a reference tool for theoretical and applied statisticians as well as applied mathematicians. The book contains seven chapters: (1) Preliminaries, (2) Quadratic Forms in Real Variables, (3) Quadratic Forms in Random Variables, (4) The distribution of Quadratic Forms, (5) Chi-squaredness and Independence, (6) Generalized Quadratic Forms, and (7) Applications.