Multivariate Analysis-Wishart's Distribution (ISS (Statistical Services) Statistics Paper II (Old Subjective Pattern)): Questions 1 - 1 of 1

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Question number: 1

» Multivariate Analysis » Wishart's Distribution » Reproductive Properties

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

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