Chapter 5. Distribution of Quadratic Forms in y
Published Online: 30 APR 2007
DOI: 10.1002/9780470192610.ch5
Copyright © 2008 John Wiley & Sons, Inc.
Book Title
Linear Models in Statistics, Second Edition
Additional Information
How to Cite
Rencher, A. C. and Schaalje, G. B. (2007) Distribution of Quadratic Forms in y, in Linear Models in Statistics, Second Edition, John Wiley & Sons, Inc., Hoboken, NJ, USA. doi: 10.1002/9780470192610.ch5
Publication History
- Published Online: 30 APR 2007
- Published Print: 14 DEC 2007
ISBN Information
Print ISBN: 9780471754985
Online ISBN: 9780470192610
- Summary
- Chapter
Keywords:
- scalar random variable;
- noncentral and central chi-square random variable;
- symmetric and idempotent
Summary
This chapter contains sections titled:
Sums of Squares
Mean and Variance of Quadratic Forms
Noncentral Chi-Square Distribution
Noncentral F and t Distributions
Distribution of Quadratic Forms
Independence of Linear Forms and Quadratic Forms
Problems