Positive definite quadratic forms in normal variates, which do not necessarily reduce to a multiple of a χ2 variate, arise quite naturally in estimation and hypothesis testing problems related to ...
This is a preview. Log in through your library . Abstract Let X, X₁, X₂,... be i.i.d. ℝd-valued real random vectors. Assume that EX = 0, cov X = ℂ, E∥X∥² = σ² and that X is not concentrated in a ...
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