5. Distribution of Quadratic Forms in y

  1. Alvin C. Rencher and
  2. G. Bruce Schaalje

Published Online: 30 APR 2007

DOI: 10.1002/9780470192610.ch5

Linear Models in Statistics, Second Edition

Linear Models in Statistics, Second Edition

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

Author Information

  1. Department of Statistics, Brigham Young University, Provo, Utah, USA

Publication History

  1. Published Online: 30 APR 2007
  2. Published Print: 14 DEC 2007

ISBN Information

Print ISBN: 9780471754985

Online ISBN: 9780470192610

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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