3.4. (Sec. 3.2) Use the facts that I C* I = n A;, tr C* = ~Ai'...
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3.4. (Sec. 3.2) Use the facts that I C* I = n A;, tr C* = ~Ai' and C* = I if Al = ...
= Ap = 1, where AI' ... ' Ap are the characteristic roots of C*, to prove Lemma 3.2.2. [Hint: Use f as given in (12).)
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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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