Let X = X 1 ,,X n be independent and let the residuals X i
Question:
Let X = X 1
,…,X n
be independent and let the residuals X i − κ
i be identically distributed with cumulants κ2δ
ij
, κ3δ
ijk and so on. Find the mean and variance of the quadratic form aijX iX j and express the result in matrix notation (Seber, 1977, p. 9).
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Related Book For
Tensor Methods In Statistics Monographs On Statistics And Applied Probability
ISBN: 9781315898018
1st Edition
Authors: Peter McCullagh
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