Question
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? ]
Step by Step Solution
There are 3 Steps involved in it
Step: 1
Get Instant Access with AI-Powered Solutions
See step-by-step solutions with expert insights and AI powered tools for academic success
Step: 2
Step: 3
Ace Your Homework with AI
Get the answers you need in no time with our AI-driven, step-by-step assistance
Get Started
Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
