Question
: Let the column vectors x; p 1 ~ N (0,0Ip), where i = 1, 2, ..., n. Show that n i=1 Xixi 02
: Let the column vectors x; p 1 ~ N (0,0Ip), where i = 1, 2, ..., n. Show that n i=1 Xixi 02 ~ x (pn), where x(n) represents the chi-square distribution with n degrees of freedom (2 points)
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Probability And Statistics
Authors: Morris H. DeGroot, Mark J. Schervish
4th Edition
9579701075, 321500466, 978-0176861117, 176861114, 978-0134995472, 978-0321500465
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