Talk:Quadratic form (statistics)

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\operatorname{cov}\left[\epsilon'\Lambda_1\epsilon,\epsilon'\Lambda_2\epsilon\right]=2\operatorname{tr}\left[\Lambda _1\Sigma\Lambda_2 \Sigma\right] + 4\mu'\Lambda_1\Sigma\Lambda_2\mu

If Λ1' = Λ2 and they are not symmetric, the above formula contradicts the variance formula, since in that case ε'Λ1ε = ε'Λ2ε. How to resolve this? Btyner 04:48, 3 April 2006 (UTC)

Yikes, the expression was wrong in the case of nonsymmetric Λs. I have noted the symmetric requirement, and added a section showing how to derive the general expression. Btyner 18:24, 6 April 2006 (UTC)
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