On the independence between two generalized second degree polynomial statistics and their covariance

On the independence between two generalized second degree polynomial statistics and their covariance

The condition of independence between two generalized second degree polynomial statistics is worked out in this paper under the assumption that the covariance matrix of the underlying normal distribution may be singular. The covariance between two such forms is also worked out without the assumption...

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Veröffentlicht in:Communications in statistics. Theory and methods 1978-01, Vol.7 (8), p.733-738
Hauptverfasser: Nagase, G., Banerjee, K.S.
Format: Artikel
Sprache:eng
Schlagworte:
Covariance matrix (nonsingular and singular)
diagonal matrix
quadratic forms
singular normal variates
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Zusammenfassung:The condition of independence between two generalized second degree polynomial statistics is worked out in this paper under the assumption that the covariance matrix of the underlying normal distribution may be singular. The covariance between two such forms is also worked out without the assumption of normality. The results are indicated in compact matrix form.
ISSN:0361-0926
1532-415X
DOI:10.1080/03610927808827664