For the conditions of Exercise 17, show that Var(A ij ) ii ( 2 ij jj ) 2 Also show that the following random variable W 2 has the 2 distribution with two degrees of freedom Show that Var(Aij)...

Now consider the right side of the equation given in the hint f ...

For the conditions of Exercise 17, show that Var(A ij ) = [ii ( 2 ij

Question:

For the conditions of Exercise 17, show that Var(A_ij) = [ζii − (ζ²_ij/ζ_jj)]σ². Also show that the following random variable W² has the χ² distribution with two degrees of freedom:

Show that

Distribution
The word "distribution" has several meanings in the financial world, most of them pertaining to the payment of assets from a fund, account, or individual security to an investor or beneficiary. Retirement account distributions are among the most...