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Chi-squared distribution: Revision history


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  • curprev 09:5309:53, 11 August 2024 Tallouche talk contribs 45,083 bytes 0 I corrected the final expression in the proof of Cochran's theorem. Specifically, (X^T)(Q^T)MQX is not equal to X_1^2 + ... + X_n^2, but rather to X_2^2 + ... + X_n^2. This can be verified by noting that (Q^T)MQ is a block matrix where the first row and column are zeros, and the lower-right block is an identity matrix of dimension n-1. This correction aligns with the theorem, which states the sum should be of the squares of n-1 independent standard normal variables. undo Tag: Visual edit

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