Gives conditions under which a sum of squares of jointly normal random variables can be decomposed into independent chi-squared components. Named for William G. Cochran, it underlies the distribution theory behind analysis of variance.
Facts
StatementCochran's theorem justifies results about the probability distributions of statistics used in the analysis of variance, showing that certain quadratic forms built from normal samples are independently chi-squared distributed. 1 Connections
Sources
1. Cochran's Theorem (Wikipedia)
Wikimedia FoundationIntroductionQuote, Introduction
In statistics, Cochran's theorem, devised by William G. Cochran, is a theorem used to justify results relating to the probability distributions of statistics that are used in the analysis of variance.
Reader Challenges (0)
No disputes yet. Spotted an error or a better source? Open the first one.
Sign in to dispute this or suggest a correction.