On the independence between two generalized second degree polynomial statistics and their covariance |
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Authors: | G. Nagase K.S. Banerjee |
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Affiliation: | 1. University of Delaware , Newark, Del, 19711;2. Lincoln University , Penna, 19352 |
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Abstract: | The condition of independence between two generalized second degree polynomial statistics is worked out in this paper under the assumption that the covariance matrix of the underlying normal distribution may be singular. The covariance between two such forms is also worked out without the assumption of normality. The results are indicated in compact matrix form. |
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Keywords: | Covariance matrix (nonsingular and singular) diagonal matrix quadratic forms singular normal variates |
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