7.32. (Sec. 7.8) Prove LiI., G) and LI(I., G) are invariant with respect to transformations G* =...

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7.32. (Sec. 7.8) Prove LiI., G) and LI(I., G) are invariant with respect to transformations G* = CGe', I.* = CI.C' for C nonsingular.

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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 07:01 AM

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7.32. (Sec. 7.8) Prove LiI., G) and LI(I., G) are invariant with respect to transformations G* = CGe', I.* = CI.C' for C nonsingular.
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7.32. (Sec. 7.8) Prove LiI., G) and LI(I., G) are invariant with respect to transformations G* =...

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An Introduction To Multivariate Statistical Analysis

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