# Segment 19. The Chi Square Statistic

## Contents

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### Problems

#### To Calculate

1. Prove the assertion on lecture slide 5, namely that, for a multivariate normal distribution, the quantity $\mathbf x-\mathbf\mu})^T{\mathbf\Sigma}^{-1}({\mathbf x-\mathbf\mu$ , where Failed to parse (unknown error): \mathbf x is a random draw from the multivariate normal, is Failed to parse (unknown error): \chi^2 distributed.