A fresh look at distribution theory for quadratic forms in jointly normally distributed random variables

DOI10.1080/03610926.2022.2106374OpenAlexW4289767214MaRDI QIDQ6118236

John E. Angus

Publication date: 23 February 2024

Published in: Communications in Statistics - Theory and Methods (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610926.2022.2106374

zbMATH Keywords

singular normal distributioncentral and non-central Chi-square distributionnecessary and sufficient conditions for a Chi-square distribution

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Conditions for a quadratic form to have a chi-squared distribution
• Notes on the distribution of quadratic forms in singular normal variables
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