2. Assume Y - N;(0, I3). Define Q , = Y'AY and Q, = Y'BY, where %3D 1 1 0 -1 0) A = 1 1 0 and B = 1 Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?

Algebra & Trigonometry with Analytic Geometry
13th Edition
ISBN:9781133382119
Author:Swokowski
Publisher:Swokowski
Chapter6: The Trigonometric Functions
Section6.4: Values Of The Trigonometric Functions
Problem 23E
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2. Assume Y - N3(0, I3). Define Q = Y"AY and Q2 = Y'BY, where
%3D
1 1 0
-1 0
-1
1
A =
1
1 0
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, I3). Define Q = Y"AY and Q2 = Y'BY, where %3D 1 1 0 -1 0 -1 1 A = 1 1 0 and B = 1 0. Are Q and Q2 independent? Do Q and Q2 follow a chi-square distribution?
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