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Let X be a random vector with multivariate Normal distribution N, (0,). Show that if rank() = p then X'-x~x(p). where x(p) denotes the
Let X be a random vector with multivariate Normal distribution N, (0,). Show that if rank() = p then X'-x~x(p). where x(p) denotes the chi-squared distribution with p degrees of freedom and X' denotes the transpose of X.
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Introduction to Real Analysis
Authors: Robert G. Bartle, Donald R. Sherbert
4th edition
471433314, 978-1118135853, 1118135857, 978-1118135860, 1118135865, 978-0471433316
