## The Annals of Mathematical Statistics

- Ann. Math. Statist.
- Volume 29, Number 2 (1958), 575-580.

### On the Distribution of $2 \times 2$ Random Normal Determinants

#### Abstract

The c.d.f. of a $2 \times 2$ random determinant with mutually independent normally distributed entries is derived as an infinite series. Error functions that bound the tail of this series facilitate numerical calculation. Conditions are imposed on four variable quadratic forms for this distribution to apply. A normal approximation to the distribution is suggested.

#### Article information

**Source**

Ann. Math. Statist., Volume 29, Number 2 (1958), 575-580.

**Dates**

First available in Project Euclid: 27 April 2007

**Permanent link to this document**

https://projecteuclid.org/euclid.aoms/1177706634

**Digital Object Identifier**

doi:10.1214/aoms/1177706634

**Mathematical Reviews number (MathSciNet)**

MR93844

**Zentralblatt MATH identifier**

0092.35802

**JSTOR**

links.jstor.org

#### Citation

Nicholson, W. L. On the Distribution of $2 \times 2$ Random Normal Determinants. Ann. Math. Statist. 29 (1958), no. 2, 575--580. doi:10.1214/aoms/1177706634. https://projecteuclid.org/euclid.aoms/1177706634