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GATE 2020 ST – Question 46

Matrix Theory · Inner Products and Quadratic Forms · 2 marks · Multiple choice

Independent X₁,…,X₁₀∼N₃(0,I₃). Let J₃ be all ones and $T=\sum_{i=1}^{10}X_i^T(I_3-J_3/3)X_i$. Find its distribution.

  1. Central χ²5
  2. Central χ²10
  3. Central χ²20
  4. Central χ²30

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Show answer and explanation

Correct answer: (C) Central χ²20

Explanation

A=I−J/3 is a symmetric idempotent projection of rank2. Each standard-normal quadratic form XiᵀAXi is therefore χ²2. Independence makes their sum χ²20, C. The projection removes one dimension from each three-vector.

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