ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern): Questions 39 - 39 of 39

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Question number: 39

» Multivariate Analysis » Wishart's Distribution » Reproductive Properties

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Appeared in Year: 2015

Essay Question▾

Describe in Detail

(i) Let A i be distributed as Wishart , i = 1,2 and A 1, A 2 be independent. Show that A 1 +A 2 is distributed as .

(ii) If A is distributed as , then CAC’ is distributed as where C is a nonsingular matrix of order m.

Explanation

(i) We have that is

where ) and Y i ‘s are independent.

Similarly, that is

where ) and Z i ‘s are independent.

We know that A 1, A 2 are independent. So, Y i ‘s are independent of Z i ‘s

Let us defined

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