分析当多元随机变量协方差阵正定时，各随机分量应满足的关系，并结合多项分布研究离散型与连续型样本协方差阵的不同。
And studying the difference of positive defined matrix of discrete and continuous sample by using of mal-distribution and the relationship among weights.
对于多元正态随机变量二次型的独立性的证明，最重要的是证明一个引理。
It is very important to prove a lemma for the proof of the independence between two quadratic forms of multivariate normal variables.
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