Exercise 6.6 If (yi1,yi2, xi1,xi2, . . . ,xi,p1), i=1, . . . ,n are independent N(,V),

Question:

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.

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

Step by Step Answer:

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