Summary
Exact expressions are obtained for the moments of coverage of the random ellipsoid
whereX=p1,...,p n is a sample from aN p (μ, Σ) distribution. This leads to approximations for the distribution of coverage and a solution to a problem in tolerance regions. An alternative expression is obtained for the distribution function of a quadratic form in normal variables.
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Evans, M. Moments of coverage of a random ellipsoid. Ann Inst Stat Math 38, 23–33 (1986). https://doi.org/10.1007/BF02482497
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DOI: https://doi.org/10.1007/BF02482497