Explore the mathematical concept of quadratic forms in this comprehensive video lecture. Delve into the distribution of quadratic forms, focusing on n(xbar-mu)Sigma(xbar-mu) where x follows a multivariate normal distribution. Learn about the mean, variance, and covariance of quadratic forms, and understand their distribution through a three-part explanation. Examine Cochran's Theorem and its applications, and investigate the independence of quadratic forms, including an alternative proof. Gain a thorough understanding of this important statistical topic through clear explanations and detailed examples.
Overview
Syllabus
Distribution of quadratic form n(xbar-mu)Sigma(xbar-mu), where x~MVN(mu,sigma).
Mean, Variance, and Covariance of Quadratic Forms.
Distribution of Quadratic Forms (part 1).
Distribution of Quadratic Forms (part 2).
Distribution of Quadratic Forms (part 3).
Cochran's Theorem.
Independence of Quadratic Forms.
Independence of Quadratic Forms (another proof).
Taught by
statisticsmatt
