16. Let the n x 1 random vector x have a normal density with mean vector equal...
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16. Let the n x 1 random vector x have a normal density with mean vector equal to zero and with covariance matrix I; that is, by Eq. (10.6.2) the density is denoted by N(x; 0, I). Show that
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Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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