21. Let (X~t), . .. , x;,~, a = 1, . . . , nk' k =...
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21. Let (X~t), . .. , x;,~», a = 1, . . . , nk' k = 1, .. . , s, be samples from p-variate d· ibuti F( /:(k) /:(k» ith fi . . . d istn uuons XI - "'I , • • • , xp - "'p Wl mte covanance matnx ~, an let AI"' " Au be the nonzero roots of (16) and (At, ... , A~) those of (17), with V and S given by (14) and (15). Then the joint distribution of «n - S)AI, . .. ,(n - s)Au ) tends to that of (At, .. . , A~) as n ..... 00.
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