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Independence about some kinds of functions of normal variables. (Chinese. English summary) Zbl 0841.62047
Summary: We discuss the independence of $$f(x)$$ and $$C'{\mathbf z}$$ (or $${\mathbf z}' A{\mathbf z}$$), where $${\mathbf z}= (z_1, \dots, z_n)'$$, $$z_1, \dots, z_n$$ are independent normal variables.
##### MSC:
 62H05 Characterization and structure theory for multivariate probability distributions; copulas 62H99 Multivariate analysis