Distribution of a Definite Quadratic Form for Non-Central Normal Variates
نویسندگان
چکیده
منابع مشابه
On the Distribution of a Quadratic Form in Normal Variates
It is a well-known theorem in linear models that the idempotency of a matrix is a sufficient and necessary condition for a quadratic form in normal variates to have a chi-square distribution, but its proofs in the early literature were incorrect or incomplete. Driscoll (1999) provided an improved proof, and this article presents a simple proof. More importantly, we establish and prove a general...
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ژورنال
عنوان ژورنال: The Annals of Mathematical Statistics
سال: 1961
ISSN: 0003-4851
DOI: 10.1214/aoms/1177704981