D 2. Let D is a positive definite matrix of order p, show that the maximum of f(G) = n In |G| – tr(G-D) with respect to
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- D 2 Let D Is A Positive Definite Matrix Of Order P Show That The Maximum Of F G N In G Tr G D With Respect To 1 (32.01 KiB) Viewed 150 times
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D 2. Let D is a positive definite matrix of order p, show that the maximum of f(G) = n In |G| – tr(G-D) with respect to positive definite matrix G occur at G = 2. Hence obtain the maximum of f(G) with respect to G. 3. Let X1, X2, X3, ..., X, be a random sample from N2m(u, 2), p and both are unknown. M Explain the test procedure for testing H. : Mi = Mi+m i = 1,...,m; against all possible alternatives.