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2. Assume Y - N3(0, I,). Define Q1 = Y"AY and Q2 = YTBY, where 1 1 0 1 0 0 0 1. -1 0 -1 1 A = 1 and B = 1 0. Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?

2. Assume Y - N3(0, I,). Define Q1 = Y"AY and Q2 = YTBY, where 1 1 0 1 0 0 0 1. -1 0 -1 1 A = 1 and B = 1 0. Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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2. Assume Y - N3(0, I,). Define Q1 = Y"AY and Q2 = YTBY, where 1 1 0 1 0 0 0 1 -1 0 -1 1 A = 1 and B = 1 0. Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?
Transcribed Image Text:2. Assume Y - N3(0, I,). Define Q1 = Y"AY and Q2 = YTBY, where 1 1 0 1 0 0 0 1 -1 0 -1 1 A = 1 and B = 1 0. Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?
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