Extended version of Cochran's Theorem

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In summary, the extended version of Cochran's Theorem provides a framework for understanding the distribution of sums of squares in linear models. It extends the original theorem to encompass a broader range of applications in statistics, allowing for the analysis of more complex experimental designs. The theorem asserts that under certain conditions, the sums of squares associated with different sources of variation are independent, facilitating the evaluation of statistical hypotheses. This extension is crucial for deriving properties of estimators and enhancing the design and analysis of experiments.
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WWGD
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Hi,
Anyone know if Cochran's Theorem can be extended to many-factor Anova, to determine the distribution of statistics used therein? Maybe similar other results can be used for determining relevant stats in use in multifactor Anova?
 

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