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QuadraticFormDistribution


represents the distribution of a quadratic form for multivariate normal z.
  • is the distribution of for real-valued p×p symmetric positive definite matrix a, length p vector b, scalar c, and p-dimensional multivariate normal vector z.
The mean of a quadratic form distribution:
The variance of a quadratic form distribution:
Needs["MultivariateStatistics`"]
The mean of a quadratic form distribution:
In[2]:=
Click for copyable input
Out[2]=
 
Needs["MultivariateStatistics`"]
The variance of a quadratic form distribution:
In[2]:=
Click for copyable input
Out[2]=
Generate a set of pseudorandom numbers that follow a quadratic form distribution:
PDF and CDF can only be evaluated using Series:
Series expansion must be about the lower support point for the distribution:
Substitution of invalid parameters into symbolic outputs gives results that are not meaningful: