QuadraticFormDistribution


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

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  • To use , you first need to load the Multivariate Statistics Package using Needs["MultivariateStatistics`"].
  • is the distribution of for real-valued × symmetric positive definite matrix a, length- vector b, scalar c, and -dimensional multivariate normal vector z.
  • can be used with such functions as Mean and RandomReal.