On Wed, 18 Nov 2009, Peng Yu wrote:

I want to understand ANOVA better. But a few textbook that I have do
not describe Cochran's Theorem in details. Could somebody recommend a
book for me?


The theorem is ever so briefly described in Yates obituary of Cochran:

        http://www.jstor.org/stable/2982120

If you wish to understand quadratic forms in statistics and are willing to invest some time, you cannot do better than to study Rao's book, Linear Statistical inference and Its Applications.

HTH,

Chuck


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Charles C. Berry                            (858) 534-2098
                                            Dept of Family/Preventive Medicine
E mailto:cbe...@tajo.ucsd.edu               UC San Diego
http://famprevmed.ucsd.edu/faculty/cberry/  La Jolla, San Diego 92093-0901

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