TOPICS
Search

Fisher's Theorem


Let A be a sum of squares of n independent normal standardized variates X_i, and suppose A=B+C where B is a quadratic form in the x_i, distributed as chi-squared with h degrees of freedom. Then C is distributed as chi^2 with n-h degrees of freedom and is independent of B. The converse of this theorem is known as Cochran's theorem.


See also

Chi-Squared Distribution, Cochran's Theorem

Explore with Wolfram|Alpha

Cite this as:

Weisstein, Eric W. "Fisher's Theorem." From MathWorld--A Wolfram Web Resource. https://mathworld.wolfram.com/FishersTheorem.html

Subject classifications