References: Some properties of mutivariate distributions with pdf's constant on ellipsoids

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References

Fieller , E. C. 1932 . The distribution of the index in a normal bivariate population . Biometrika , 24 : 428 – 40 .
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Johnson , N. L. 1972 . Distributions in Statistics Continuous Multivariate Distributions , New York : John Wiley and Sons, Inc .
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Rao , C. R. 1965 . Linear statistical Inference and its Applications , John Wiley and Sons, Inc .
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