13.S. Let A be distributed according to W(I, n). In case of p = 2 find the...

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13.S. Let A be distributed according to W(I, n). In case of p = 2 find the distribution of the characteristic roots of A. [Hint: Transform so that I goes into a diagonal matrix.]

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An Introduction To Multivariate Statistical Analysis

ISBN: 9780471360919

3rd Edition

Authors: Theodore W. Anderson

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Question Posted: Nov 07, 2024 08:00 AM

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13.S. Let A be distributed according to W(I, n). In case of p = 2 find the distribution of the characteristic roots of A. [Hint: Transform so that I goes into a diagonal matrix.]
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13.S. Let A be distributed according to W(I, n). In case of p = 2 find the...

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An Introduction To Multivariate Statistical Analysis

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