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

Get 1 year subscription: Access detailed explanations (illustrated with images and videos) to 39 questions. Access all new questions we will add tracking exam-pattern and syllabus changes. View Sample Explanation or View Features.

Rs. 200.00 or

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 Equation , i = 1, 2 and A 1, A 2 be independent. Show that A 1 +A 2 is distributed as Equation .

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


(i) We have Equation that is

Equation where Equation) and Y i ’s are independent.

Similarly, Equation that is

Equation where Equation) 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… (55 more words) …

f Page
Sign In