On the distribution of a quadratic form

D. N. Shanbhag

Biometrika, 1970, vol. 57, issue 1, 222-223

Abstract: SummaryThis note improves a necessary and sufficient condition given by Good (1969) for a quadratic form X'AX, where X has a multinormal distribution with mean vector O, to have a χ2 distribution with r degrees of freedom.

Date: 1970
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