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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Introduction To Mathematical Statistics

ISBN: 9780321794710

7th Edition

Authors: Robert V., Joseph W. McKean, Allen T. Craig

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