In this paper we develop an efficient analytical expansion of the cumulative distribution function (cdf) XBX^t where X=(X"1,...,X"n"+"1) with n>=2, follows a multivariate power exponential distribution (MPE). Our approach provides a sharp estimate of the cumulative distribution function of a quadratic form of MPE, together with explicit error estimates.
['J. Sadefo Kamdem']
Sharp estimates for the CDF of quadratic forms of MPE random vectors