Quadratic

Expectation of quadratic form

Expectation of quadratic form
  1. What is the formula for quadratic form?
  2. What is quadratic form of a matrix?
  3. What is the expected value of a matrix?

What is the formula for quadratic form?

Any equation in the form ax 2 + bx + c = 0 is said to be in quadratic form.

What is quadratic form of a matrix?

A quadratic form on is a function Q: of the form for some real numbers cij,1 ≤ i ≤ j ≤ n. ■ For any quadratic form Q: , there is a unique symmetric n × n matrix A such that Q(x) =xTAx. ■ Let Q: be a quadratic form given by Q(x) =xTAx, where A is symmetric.

What is the expected value of a matrix?

The expected value of a matrix is defined as the matrix of expected values. = [E(Xi,j) + E(Yi,j)] = [E(Xi,j)] + [E(Yi,j)] = E(X) + E(Y).

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