Suppose $X=[X_{1},X_{2}]$ and $X$~$N_2(μ,Σ)$. I wish to find the distribution of $5X_{1}^2+2X_{1}X_{2}+X_{2}^2$. Since this is of a quadratic form I do not know a way of solving this. However I kind of feel like its chi-squared distributed with parameter 2. Any answers will be welcomed. Thanks
2026-04-02 21:50:32.1775166632
Finding the distribution of $5X_{1}^2+2X_{1}X_{2}+X_{2}^2$
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