Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p1), i=1, . . . ,n are independent N(,V),
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Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p−1), i=1, . . . ,n are independent N(μ,V), find the distribution of
√
n− p−1 ry·x
!
1−r2 y·x when ρy·x = 0.
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