Multivariate Analysis-Wishart's Distribution (ISS 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
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.
(i) We have that is
where ) and Y i ’s are independent.