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Quadratic form (statistics) : ウィキペディア英語版 | Quadratic form (statistics)
In multivariate statistics, if is a vector of random variables, and is an -dimensional symmetric matrix, then the scalar quantity is known as a quadratic form in . ==Expectation== It can be shown that : where and are the expected value and variance-covariance matrix of , respectively, and tr denotes the trace of a matrix. This result only depends on the existence of and ; in particular, normality of is ''not'' required. A book treatment of the topic of quadratic forms in random variables is
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