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Quadratic form of a standard normal vector
...
Area of mathematics
Probability and statistics
Statistical modelling
Statistical hypothesis testing
Score test
Score test under a simple null
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Words: 7
If
Z
∼
N
p
(
0
,
I
p
)
, then
Z
T
Z
=
∑
j
=
1
p
Z
j
2
∼
χ
p
2
.
Ancestors
(8)
Score test under a simple null
Score test
Statistical hypothesis testing
Statistical modelling
Probability and statistics
Area of mathematics
Mathematics
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