=+29.7. 20.161 Suppose that the random vector X has a centered k-dimensional normal distribution whose covariance matrix

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=+29.7. 20.161 Suppose that the random vector X has a centered k-dimensional normal distribution whose covariance matrix has 1 as an eigenvalue of multi-

plicity r and 0 as an eigenvalue of multiplicity k - r. Show that |X|' has the chi-squared distribution with r degrees of freedom.

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

ISBN: 9788126517718

3rd Edition

Authors: Patrick Billingsley

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Question Posted: Sep 11, 2024 02:00 AM

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=+29.7. 20.161 Suppose that the random vector X has a centered k-dimensional normal distribution whose covariance matrix

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Probability And Measure Wiley Series In Probability And Mathematical Statistics

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