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Q159Section III (Statistics)159 of 180

A mixed-sign quadratic form is never chi-square

Suppose X‾3×1∼\underline X_{3\times1}\sim multivariable Normal3(μ,Σ)_3(\mu,\Sigma) and let Y=2X12−X22+X32Y=2X_1^2-X_2^2+X_3^2. Then the probability distribution of Y is:

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