5.17. (Sec. 5.6.2) Show that z'B-1z is a convex function of (z,B), where B is a positive...
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5.17. (Sec. 5.6.2) Show that z'B-1z is a convex function of (z,B), where B is a positive definite matrix. [Hint: Use Problem 5.16.]
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An Introduction To Multivariate Statistical Analysis
ISBN: 9780471360919
3rd Edition
Authors: Theodore W. Anderson
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