10.5. (Sec. 10.4) Prove (15) by integration of Wishart densities. [Hint: .cvt = .cniIAgll-n.IAI- t can be...

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10.5. (Sec. 10.4) Prove (15) by integration of Wishart densities. [Hint: .cvt =

.cni"IAgll-n.IAI- t" can be written as the integral of a constant times IAI- ,nnz~ ,w(ARI:I, ng + hng). Integration over LZ=I Ag = A gives a constant times w(AI:I, n).]

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An Introduction To Multivariate Statistical Analysis

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Authors: Theodore W. Anderson

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10.5. (Sec. 10.4) Prove (15) by integration of Wishart densities. [Hint: .cvt = .cni"IAgll-n.IAI- t" can be written as the integral of a constant times IAI- ,nnz~ ,w(ARI:I, ng + hng). Integration...
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10.5. (Sec. 10.4) Prove (15) by integration of Wishart densities. [Hint: .cvt = .cniIAgll-n.IAI- t can be...

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An Introduction To Multivariate Statistical Analysis

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