# Multivariate Analysis-Wishart's Distribution (ISS (Statistical Services) 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 , 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

… (55 more words) …

f Page