10.6. (Sec. 10.4) Prove (16) by integration of Wishart and normal den~ities. [Hint: L~_, Nii(K) - i)(i(K)...

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10.6. (Sec. 10.4) Prove (16) by integration of Wishart and normal den~ities. [Hint:

L~_, Nii(K) - i)(i(K) - i)' is distributed as Ll: I Yf Yf' Use the hint of ProbĀ·

lem 10.5.]

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