Question: Independent normal quadratic forms: The Cochrans theorem implication that {yTPi y} are independent when Pi Pj = 0 extends to this result (Searle 1997, Chapter

Independent normal quadratic forms: The Cochran’s theorem implication that {yTPi y}

are independent when Pi Pj = 0 extends to this result (Searle 1997, Chapter 2): When y ∼ N(????, V), yTAy and yTBy are independent if and only if AVB = 0.

Section 3.2: Significance Tests for Normal Linear Models

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