5.26. (Sec. 5.5) Suppose x~g) is an observation from N(jJ.181,::£g). a = 1. .... Ny.

g= 1, ... ,q.

(a) Show that the hypothesis .... (l) = ... = .... (q) is equivalent to t!y~i) = 0, i = I, ...• q - I, where

(b) Show how to construct a T 2-test of the hypothesis using (y(l)', ... , y(q .. ) ')'
yielding an F-statistic with (q - 1)p and N - (q - 1)p degrees of freedom [Anderson (1963b)j.

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N + - 8-2 N ) + B-1 (NN) B-1 1,...,N, 1,..., q-1; N N 8=2,..., q; and (a),..., a), i = 1,..., q-1, are linearly inde- pendent.