8.20. (Sec. 8.6) The multivariate beta density. Let Hand G be independently distributed according to WO:, m)

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8.20. (Sec. 8.6) The multivariate beta density. Let Hand G be independently distributed according to WO:, m) and WC~:, n), respectively. Let C be a matrL\

such that CC' = H + G, and let

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for Land [- L positive definite, and 0 otherwise.

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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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8.20. (Sec. 8.6) The multivariate beta density. Let Hand G be independently distributed according to WO:, m)

Question:

Show that the density of Lis L=CHC [[(m + n)] (m) (n) -

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An Introduction To Multivariate Statistical Analysis

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