Distribution of quadratic forms of normals

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Irina
Irina el 18 de Abr. de 2016
Is MATLAB code available for computing critical values of a distribution of quadratic forms of normals? I'm looking at a linear combination of squared normal variables: Q = a(1)*z(1)^2 + a(2)*z(2)^2 + ... + a(n)*z(n)^2, where z(i)~iid N(0,1). I need 99%, 97.5%, and 95% critical values.
Thank you!

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