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Mean, Variance, and Covariance of Quadratic Forms
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Quadratic Forms
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- 1 Distribution of quadratic form n(xbar-mu)Sigma(xbar-mu), where x~MVN(mu,sigma)
- 2 Mean, Variance, and Covariance of Quadratic Forms
- 3 Distribution of Quadratic Forms (part 1)
- 4 Distribution of Quadratic Forms (part 2)
- 5 Distribution of Quadratic Forms (part 3)
- 6 Cochran's Theorem
- 7 Independence of Quadratic Forms
- 8 Independence of Quadratic Forms (another proof)
