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Abstract
In this paper we derive the covariance matrix of the matrix quadratic forms S A := X'AX and S B := X'BX, where X' : pxn is normally distributed with E(X 1) = M' and D(vec X') = U o V (U : nxn and V : pxp positive semidefinite), A and B are general (nonrandom) matrices. As a corollary E(SACSB) is presented, for general (nonrandom) matrices A, B and C. All vectDrsand matrices are real.