THE DISTRIBUTION OF GENERAL QUADRATIC FORMS IN NORMA |
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| Authors: | JJ Dik MCM de Gunst† |
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| Institution: | *University of Amsterdam, now at VOLVO CAR B.V. Helmond;†University of Leiden |
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| Abstract: | For a general quadratic form in normal variables a representation in terms of independently distributed standard normal variables is derived. The necessary and sufficient conditions for such a quadratic form to have a non–central chi–squared distribution can be found easily using this representation. |
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| Keywords: | distribution of quadratic forms necessary sufficient conditions for a X2–distribution |
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