Quadratic form (statistics)

In multivariate statistics, if ${\displaystyle \varepsilon }$ is a vector of ${\displaystyle n}$ random variables, and ${\displaystyle \Lambda }$ is an ${\displaystyle n}$-dimensional symmetric matrix, then the scalar quantity ${\displaystyle \varepsilon ^{T}\Lambda \varepsilon }$ is known as a quadratic form in ${\displaystyle \varepsilon }$.