Question: Let yN(, ), and let A be a symmetric matrix. Show that the distribution of the quadratic form q-Ay can be represented as a linear

Let yN(, ), and let A be a symmetric matrix. Show that the distribution of the quadratic form q-Ay can be represented as a linear combination of independent, non-central chi-squared variables. In particular, where &, are the distinct eigenvalues of the matrix AV. Determine the degrees of freedom, d,, and the non-centrality parameters, 0.

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