B Prove The Following Properties Of A Wishart Variate Dif A And A Are Independent P Dimensional Wishart Varistes Wit 1 (16.42 KiB) Viewed 105 times
B Prove The Following Properties Of A Wishart Variate Dif A And A Are Independent P Dimensional Wishart Varistes Wit 2 (19.95 KiB) Viewed 105 times
b) Prove the following properties of a Wishart variate. DIf A, and A, are independent p-dimensional Wishart varistes with respective and ti degrees of freedom and scale parameter 2, then A Ai + Az ~ W (y + 22, 2). 1) IF A Woln, I), then u=trA L) If c is a p vector and A Woln, S), then V dec
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