## Quadratic Forms of Random Variables

Quadratic Forms and Transformation Let $$A = \{a_{ij}\}$$ be an $$n\times n$$ matrix. A quadratic function of $$n$$ variables $$x = (x_1,\ldots, x_n)’$$ is defined as $f(x) = x' A x = \sum_{i,j} a_{ij} x_i x_j.$ Without loss

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