that if Let Y = (YI,Y2)' have a N(O,J) distribution. Show A=[! ~] then the conditions of

Question:

that if Let Y = (YI,Y2)' have a N(O,J) distribution. Show A=[! ~]

then the conditions of Theorem 1.3.7 implying independence of Y' AY and Y' BY are satisfied only if lal = 1/lbl and a = -b. What are the possible choices for a and b?

Fantastic news! We've Found the answer you've been seeking!

Step by Step Answer:

Related Book For  book-img-for-question
Question Posted: