If mathbf Y is N3(mu,Sigma) where mu'=(3,-2,1) and Sigma=diag(2,4,3), then the distribution of mathbf Y'Sigma^-1mathbf Y is:

Q51Section I (Objective (Q1–Q80))50 of 79

Multivariate Analysis — noncentral chi-square from a normal vector

If $\mathbf Y$ is $N_3(\mu,\Sigma)$ where $\mu'=(3,-2,1)$ and $\Sigma=\mathrm{diag}(2,4,3)$ , then the distribution of $\mathbf Y'\Sigma^{-1}\mathbf Y$ is:

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