QuadraticFormDistribution

QuadraticFormDistribution[{a,b,c},{μ,Σ}]

represents the distribution of a quadratic form z.a.z+b.z+c for multivariate normal z.

Details

Examples

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Basic Examples  (2)

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The mean of a quadratic form distribution:

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The variance of a quadratic form distribution:

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Scope  (3)

Possible Issues  (2)

See Also

MultinormalDistribution

Tutorials