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Post Closed as "Duplicate" by Alex R., StatsStudent, Taylor, user158565, whuber♦
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Richard Hardy
Richard Hardy
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How to prove second moment of a quadratic form where $Z4$Z$ has normal distribution with mean zero and covariance matrix identical?

How to prove second moment of a quadratic form where $Z4 has normal distribution with mean zero and covariance matrix identical?

How to prove second moment of a quadratic form where $Z$ has normal distribution with mean zero and covariance matrix identical?

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edit approved Jun 12, 2019 at 5:33
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edit approved Jun 12, 2019 at 5:33
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Proof $E[Z'TZ]^2=tr^2$E[Z'TZ]^2=\operatorname{tr}^2(T)+tr+\operatorname{tr}(T^2)$

How to proofprove second moment of a quadratic form where Z$Z4 has normal distribution with mean zero and covariance matrix identical?

Proof $E[Z'TZ]^2=tr^2(T)+tr(T^2)$

How to proof second moment of a quadratic form where Z has normal distribution with mean zero and covariance matrix identical?

Proof $E[Z'TZ]^2=\operatorname{tr}^2(T)+\operatorname{tr}(T^2)$

How to prove second moment of a quadratic form where $Z4 has normal distribution with mean zero and covariance matrix identical?

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Brandon Quiñones
Brandon Quiñones
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Proof $E[Z'TZ]^2=tr^2(T)+tr(T^2)$

How to proof second moment of a quadratic form where Z has normal distribution with mean zero and covariance matrix identical?