THIS IS DOCUMENTATION FOR AN OBSOLETE PRODUCT.
SEE THE DOCUMENTATION CENTER FOR THE LATEST INFORMATION.

DOCUMENTATION CENTER SEARCH

MULTIVARIATE STATISTICS PACKAGE SYMBOL

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:

Out[2]=

Needs["MultivariateStatistics`"]

The variance of a quadratic form distribution:

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: