5.S. (Sec. 5.2.2) Prove that w has the distribution of the square of a multiple correlation between...

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5.S. (Sec. 5.2.2) Prove that w has the distribution of the square of a multiple correlation between one vector and p - I vcctors in (N - O-space without subtracting means; that is, it has density

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Hint: The transformation o~ Problem 5.7 is a projection of v 2 , •.. , v p , Y on the (N -I)-space orthogonal to VI']

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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 07:00 AM

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5.S. (Sec. 5.2.2) Prove that w has the distribution of the square of a multiple correlation between...

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[(N-1)] F'[}(N p)][[(p 1)] (p-1)-(1-w))-1

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An Introduction To Multivariate Statistical Analysis

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