DISTRIBUTION OF QUADRATIC FORMS IN THE MULTIVARIATE SINGULAR NORMAL DISTRIBUTION.

Abstract

The purpose of this paper is to investigate the distribution and independence properties of quadratic forms of the type X'AX where X, a pxl random vector, has the multivariate normal distribution with the corresponding mean vector mu and the pxp variance covariance matrix V of rank k < p. (Author)

Document Details

Document Type
Technical Report
Publication Date
Jan 22, 1969
Accession Number
AD0682961

Entities

People

  • C. H. Kapadia
  • J. T. Webster
  • Paula Carter Davis

Organizations

  • Southern Methodist University

Tags

DTIC Thesaurus Topics

  • Computing-Related Activities
  • Covariance
  • Data Science
  • Information Science
  • Interdisciplinary Science
  • Mathematics
  • Normal Distribution
  • Statistical Analysis
  • Statistics

Fields of Study

  • Mathematics

Readers

  • Linear Algebra
  • Regression Analysis.