 Quadratic form of a standard normal vector

ID: quadratic-form-of-a-standard-normal-vector

Codex  0 Created 2026-09-24 Updated 2026-09-24

Z \sim N_{p} (0, I_{p})

, then

Z^{T} Z = \sum_{j = 1}^{p} Z_{j}^{2} \sim χ_{p}^{2}

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