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4. [4 pts] Suppose Y ~ Nnxq(0, In). Using results from lecture (or MSOS), show that nY'Y has a Wishart distribution, where Y =
4. [4 pts] Suppose Y ~ Nnxq(0, In). Using results from lecture (or MSOS), show that nY'Y has a Wishart distribution, where Y = 1Y is the sample mean (row) vector. Also, determine the degrees of freedom and matrix parameter of that Wishart distribution. [Hint: Let J = 11. Show that J is symmetric and idempotent. Then establish that nY' Y=Y'JY = (JY)' (JY). What is the distribution of U = JY? ]
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An Introduction to Analysis
Authors: William R. Wade
4th edition
132296381, 978-0132296380
