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Biometrika 1970 57(1):222-223; doi:10.1093/biomet/57.1.222
© 1970 by Biometrika Trust
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MISCELLANEA

On the distribution of a quadratic form

D. N. SHANBHAG

University of Western Australia

This note improves a necessary and sufficient condition given by Good (1969) for a quadratic form X'AX, where X has a multinormal distribution with mean vector O, to have a {chi}2 distribution with r degrees of freedom.


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