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 …
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 …