If i,i are defined as in (11.56), show that n i=1 2 i,i = s. Hint: Since
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If Πi,i are defined as in (11.56), show that n i=1 Π2 i,i = s.
Hint: Since the Πi,i are independent of A, take A to be orthogonal.
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Related Book For
Testing Statistical Hypotheses
ISBN: 9781441931788
3rd Edition
Authors: Erich L. Lehmann, Joseph P. Romano
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