2.14. (Sec. 2.3) COllcentratioll ellipsoid. Let the density of the p-component Y be f(y)=nw+ 1)/[(p+2)7T]~P for y'y5,p+2 and 0 elsewhere. Then $Y=O and "IT' = I (Problem 7.4). From this result prove that if the density of X is g(x) = v'iAfnw + 1l/[(p + 2)7T ]~P for (x - .... )'A(x - .... ) 5,p + 2 and 0 elsewhere, then ,fX= .... and ,f(X- .... )(X- .... )' =A- I •