8.16. (Sec. 8.4) (a) Show that when p is even, the characteristic function of Y= log Upmn...

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8.16. (Sec. 8.4)

(a) Show that when p is even, the characteristic function of Y= log Up•m•n , say

(b) Sketch a method of inverting the characteristic function of Y by the method of residues.

(c) Show that the resulting density of U is a polynomial in {U and log u with possibly a factor of u - t.

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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 07:02 AM

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8.16. (Sec. 8.4) (a) Show that when p is even, the characteristic function of Y= log Upmn...

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An Introduction To Multivariate Statistical Analysis

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