On the independence of linear and quadratic forms in normal variates

Jin Zhang

Communications in Statistics - Theory and Methods, 2017, vol. 46, issue 17, 8493-8496

Abstract: The independence of linear and quadratic forms in normal variates is very important in linear models and multivariate analysis, especially for the independence of quadratic forms. However, associated proofs in the early literature are incorrect, incomplete, or misleading. In this article, we provide simple and elegant proofs for some extended results.

Date: 2017
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DOI: 10.1080/03610926.2016.1183786

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