23. If A is an n x n positive definite matrix and B is a symmetric matrix,...
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23. If A is an n x n positive definite matrix and B is a symmetric matrix, show that the integral
∫...∫ e^(-x'Ax + x'Bx) dx₁...dxₙ
exists for all θ such that |θ| < θ₀, for a suitable positive number θ₀.
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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