2.39 Regarding the distribution of | |2 = in (2.37), show the following [see...

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2.39 Regarding the distribution of |ξ |2 = ξ

ξ in (2.37), show the following [see the notation below (2.37)]:

(i) PB = BP = 0.

(ii) P is a projection matrix with rank 1.
(iii) The distribution of ξ

ξ is the same as (2.29), where Z1, . . . , ZM−1 are independent standard normal random variables.

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Large Sample Techniques For Statistics

ISBN: 9783030916947

2nd Edition

Authors: Jiming Jiang

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Question Posted: Oct 30, 2024 11:00 AM

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2.39 Regarding the distribution of | |2 = in (2.37), show the following [see...

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Large Sample Techniques For Statistics

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