Abstract
In the theory of multivariate statistics, it is well known that given a sample of n independent p-variate normally distributed random vectors with a common variance-covariance matrix, if at least one of the n vectors has nonzero means, then the sum of squares about the sample mean of the n vectors has a noncentral Wishart distribution. However, a detailed proof for this known result is rarely found in literature. In this paper, we present a formal and complete proof for the well-known result together with an example of its applications.
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