Talk:Cochran's theorem

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Something appears to be missing in the statement of the theorem:

First, it seems that the terms on the right of the equation should be expressed as Ut Q_i U, with Q_i being a matrix and U being the vector of normals. This way the statement that Q_i is of rank r_i has some meaning - r.v.'s don't have a rank.

Second, for the theorem to hold, there must be some constraint on the relationship between the Q's, otherwise they could, for example, be identical, and they would definitely not be independent.

--143.183.121.2 16:49, 24 Jun 2005 (UTC)

[edit] Who is Cochran?

I assume it's William Gemmell Cochran. Webhat 08:43, 13 May 2006 (UTC)

[edit] References?

There are no references included in the article. Cochran's theorem appears in many textbooks, but statements made in the Example — albeit appropriately derived — are new to me. I'm particularly interested in \frac{n\widehat{\sigma}^2}{\sigma^2}\sim\chi^2_{n-1} — does it appear in a book or is it the editor's own contribution? Ml78712 08:11, 28 June 2007 (UTC)

There needs to be a reference to where Cochran first published his theorem. I am not a dog (talk) 15:39, 18 April 2008 (UTC)