Multivariate normal distribution to chisquare distribution

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一个人的身影
一个人的身影 2020-11-27 11:53

Y \\sim N(0,\\sigma) where, \\sigma=

\\sum p_i=1,p_i>=0

Prove that Y\'DY convergence in distribution to chi-square with df=(k-1) as n tends to infinite. D=d

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