b) Prove the following properties of a Wishart variate. DIf A, and A, are independent p-dimensional Wishart varistes wit
Posted: Wed Dec 08, 2021 5:13 am
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