Quadratic Forms in Statistics

Speaker: Prof. Kai-Tai Fang , United International College

Time: 9:00 am, Wed, June 30, 2010

Venue: D304

Abstract:

Quadratic forms have played as important role in statistics, especially in analysis of variance, regression analysis, multivariate analysis and data mining. How to find distributions of various quadratic forms and to show independence among quadratic forms are very important in theory of statistics. In this talk I introduce some basic knowledge of the quadratic forms and some important/popular theorems, like Cochran's theorem and Craig's theorem.