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Tagged with non-central multinomial-distribution
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How to calculate non centrality parameter?
Suppose $Y\sim N_p(\mu,\sigma^2I_p)$. Let $A$ be a symmetric
idempotent matrix. I want to show $Y^{T}AY$ follows a chi-sq distribution with some non
centrality parameter.
Suppose $tr(A)=r(A)=k$. ...