Show that, in the problem of testing hypothesis H0 : = Ip, discussed in Section 16.3,
Question:
Show that, in the problem of testing hypothesis H0 : Σ = Ip, discussed in Section 16.3, the likelihood ratio can be expressed as (16.35), where A =
n i=1(Xi − ¯X)(Xi − ¯ X)
with ¯X = n
−1
n i=1 Xi , and | · | denotes the determinant.
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