Let X 1 ,X 2 ,X 3 be a random sample from the normal distribution N(0, 2

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Let X1,X2,X3 be a random sample from the normal distribution N(0,σ2). Are the quadratic forms X21 +3X1X2+X22 +X1X3+X23 and X21−2X1X+ 2/3X22 − 2X1X2 − X23 independent or dependent?

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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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