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(d) Derive a formula for the first moment of the Fisher LSD in terms of its parameters 5 and r. You can assume that h

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(d) Derive a formula for the first moment of the Fisher LSD in terms of its parameters 5 and r. You can assume that h :1 r as this always holds by the definition of h. \fThe Fisher limiting spectral distribution (LSD), denoted Fs,t, has the density function 1 -t fs.t ( x ) : = 2TX(s + tx) (b - x)(x - a), axb, where a : = a(s, t) := (1 - h)2 (1 + h)2 (1 - t) 2' b : = b( s, t ) := (1 - t)2' h : = h (s, t ) := (s+ t- st) 1/2. Question 1 [20 marks] Suppose we had two independent p-dimensional vector samples X := {x1. ....Xm} and Y := {y1. . ... ym) where p n2. We assume that each sample comes from a (possibly different) population distribution with i.i.d. components and finite second moment

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