Let Q 1 and Q 2 be two nonnegative quadratic forms in the observations of a random
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Let Q1 and Q2 be two nonnegative quadratic forms in the observations of a random sample from a distribution which is N(0, σ2). Show that another quadratic form Q is independent of Q1 +Q2 if and only if Q is independent of each of Q1 and Q2.
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Proof Suppose that Q is independent of each of Q1 and Q2 Let be an arbitrary constant Then Prop...View the full answer
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Related Book For 
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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