Hello, I have a question to ask you,
N variables, each is distributed as Normal (mu, signa2), and covariance of any two variables is signa2*roe. What is the distribution of X1*X1 + X2*X2 + … + Xn*Xn? It is quite like a chisq statistics, except that here the N variables are not independent of each other, but the correlation or covariance is a given quantity. Thanks in advance, Peter . . ================================================================= Instructions for joining and leaving this list, remarks about the problem of INAPPROPRIATE MESSAGES, and archives are available at: . http://jse.stat.ncsu.edu/ . =================================================================
