THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA

J.J. Dik and M.C.M. de Gunst

Statistica Neerlandica, 1985, vol. 39, issue 1, 14-26

Abstract: For a general quadratic form in normal variables a representation in terms of independently distributed standard normal variables is derived. The necessary and sufficient conditions for such a quadratic form to have a non–central chi–squared distribution can be found easily using this representation.

Date: 1985
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