12.11. Let Al ~ A2;;:>: ... ;;:>: Aq be the roots of 1 II - AIzl =...
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12.11. Let Al ~ A2;;:>: ... ;;:>: Aq be the roots of 1 II - AIzl = 0, where II and 12 are q X q positive definite covariance matrices.
(a) What does Al = Aq = 1 imply about the relationship of II and I2?
(b) What does Aq> 1 imply about the relationships of the ellipsoids x'I;-lx
= c and x'I2'ix = c?
(c) What does Al > 1 and Aq < 1 imply about the relationships of the ellipsoids x'I;-lx=c and x'I2'lx=c?
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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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