Quadratic Form (statistics)

Quadratic Form (statistics)

If is a vector of random variables, and is an -dimensional symmetric matrix, then the scalar quantity

is known as a quadratic form in .

Read more about Quadratic Form (statistics):  Expectation, Variance, Examples of Quadratic Forms

Famous quotes containing the word form:

    We find the most terrible form of atheism, not in the militant and passionate struggle against the idea of God himself, but in the practical atheism of everyday living, in indifference and torpor. We often encounter these forms of atheism among those who are formally Christians.
    Nicolai A. Berdyaev (1874–1948)