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June, 1958 On the Distribution of $2 \times 2$ Random Normal Determinants
W. L. Nicholson
Ann. Math. Statist. 29(2): 575-580 (June, 1958). DOI: 10.1214/aoms/1177706634

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.

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W. L. Nicholson. "On the Distribution of $2 \times 2$ Random Normal Determinants." Ann. Math. Statist. 29 (2) 575 - 580, June, 1958. https://doi.org/10.1214/aoms/1177706634

Information

Published: June, 1958
First available in Project Euclid: 27 April 2007

zbMATH: 0092.35802
MathSciNet: MR93844
Digital Object Identifier: 10.1214/aoms/1177706634

Rights: Copyright © 1958 Institute of Mathematical Statistics

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Vol.29 • No. 2 • June, 1958
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