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Theorems Relating to Quadratic Forms and their Discriminant Matrices

Published online by Cambridge University Press:  20 January 2009

S. Vajda
Affiliation:
54 Chapel Way, Epsom, Surrey
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In a paper read before the Research Branch of the Royal Statistical Society (Ref. 1, p. 150) the following case was considered:

Let the expression be given; introduce, for c, a linear form in and obtain

If the yi are sample values from a normal population with unit variance, then it is known (Ref. 2) that (1) is distributed as where zi varies as chi-squared with one degree of freedom and the li are the latent roots of the matrix of the quadratic form. If these latent roots are f times unity and n—f times zero, then this reduces to a chi-squared distribution with f degrees of freedom.

Type
Research Article
Copyright
Copyright © Edinburgh Mathematical Society 1953

References

REFERENCES

1.Vajda, S.. “Statistical investigation of casualties suffered by certain types of vessels,” Supp. J. JR. S. S., 9 (1947), 141.Google Scholar
2.Cochran, W. G., “The distribution of quadratic forms in a normal system,” Proc. Camb. Phil. Soc., 30(1934), 178.CrossRefGoogle Scholar
3.Aitken, A. C., “On least squares and linear combinations of observations,” Proc. Boy. Soc. Edinburgh, 55 (1935), 42.CrossRefGoogle Scholar