Skip to content
Competitive Stats
Q55Section I (Objective (Q1–Q80))54 of 79

Multivariate Analysis — independence condition for quadratic forms

Let Y1,Y2,…,YnY_1,Y_2,…,Y_n be an iid N(0,1)N(0,1) variates and Y=(Y1Y2Y3 ⋅ ⋅Yn)\mathbf Y=\begin{pmatrix}Y_1\\Y_2\\Y_3\ \cdot\ \cdot\\Y_n\end{pmatrix}. If quadratic forms Y′A1Y\mathbf Y'\mathbf A_1\mathbf Y and Y′A2Y\mathbf Y'\mathbf A_2\mathbf Y are independently Chi-square distributed, then:

Options

Pick an option to check your answer. In a mock test a wrong answer here costs 0.83 mark.