7.13. (Sec. 7.3) Let ZI' ... ' Z be independently distributed, each according to N(O, I). Let...
Question:
7.13. (Sec. 7.3) Let ZI' ... ' Z" be independently distributed, each according to N(O, I). Let W = [:. Il- I ball Za Z~. Prove that if a' Wa = X~ for all a such that a' a = 1, then W is distributed according to W{/, m). [Hint: Use the characteristic function of a'Wa.]
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Related Book For
An Introduction To Multivariate Statistical Analysis
ISBN: 9780471360919
3rd Edition
Authors: Theodore W. Anderson
Question Posted: