首页 | 本学科首页   官方微博 | 高级检索  
     


A reformulation of the criteria for the independence of quadratic functions in normal variables
Authors:Jin Zhang  Junmei Zhou  Fen Jiang
Affiliation:School of Mathematics and Statistics, Yunnan University, Kunming, Yunnan, China
Abstract:The Craig-Sakamoto theorem establishes a sufficient and necessary condition for the independence of two quadratic forms in normal variates, fascinating many statisticians and mathematicians, who continuously seek for simple and better proofs of the theorem and its extensions. In this article, we present a simple proof of a unified theorem on the independence of linear and quadratic functions in general normal variates.
Keywords:Craig-Sakamoto theorem  eigenvalues  matrices  moment generating function
设为首页 | 免责声明 | 关于勤云 | 加入收藏

Copyright©北京勤云科技发展有限公司  京ICP备09084417号