10.4. (Sec. 10.2) Prove that the limiting distribution of (19) is xl, where f= tp(p + lXq...
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10.4. (Sec. 10.2) Prove that the limiting distribution of (19) is xl, where f=
tp(p + lXq - 1). [Hint: Let :I = I. Show that the limiting distribution of
(19) is the limiting distribution of
where S(g) = (s}'ยป), S = (s,), and the -{r/;(s}t> - 8ij)' i ::;,j, are independent in the limiting distribution, the limiting distribution of -{r/; (sf?) - 1) is N(0,2), and the limiting distribution of -{r/;sf,>, i
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Related Book For
An Introduction To Multivariate Statistical Analysis
ISBN: 9780471360919
3rd Edition
Authors: Theodore W. Anderson
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