QuadraticFormDistribution

QuadraticFormDistribution[{a,b,c},{μ,Σ}]
represents the distribution of a quadratic form z.a.z+b.z+c for multivariate normal z.

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基本范例  (2)基本范例  (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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