Let X,, X2 and X, be independent and identically distributed N4(0,E) random vectors, where E is a positive definite matrix. Further, let X = ( X be a 3 x 4 matrix, where for any matrix M, M' denotes its transpose. If Wm (n, E) denotes a Wishart distribution of order m with n degrees of freedom and variance- covariance matrix E, then which of the following statements is TRUE? E-1/2 xtx E-1/2 follows W,(3,14) distribution E-1/2 x'X E-1/2 follows W3(4, 13) distribution (A) (B) Trace(X E-X) follows x distribution X'X follows W3(4, E) distribution (C) (D)

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Let X1, X2 and X, be independent and identically distributed N, (0,E) random
vectors, where E is a positive definite matrix. Further, let X =
X: be a 3 x 4
matrix, where for any matrix M, M' denotes its transpose. If Wm (n, E) denotes
a Wishart distribution of order m with n degrees of freedom and variance-
covariance matrix E, then which of the following statements is TRUE?
(A)
E-1/2 xtX E-1/2 follows W4(3,14) distribution
E-1/2 x'X E-1/2 follows W3(4, I3) distribution
(B)
Trace(X E-X) follows x distribution
X'X follows W3(4, E) distribution
(C)
(D)
Transcribed Image Text:Let X1, X2 and X, be independent and identically distributed N, (0,E) random vectors, where E is a positive definite matrix. Further, let X = X: be a 3 x 4 matrix, where for any matrix M, M' denotes its transpose. If Wm (n, E) denotes a Wishart distribution of order m with n degrees of freedom and variance- covariance matrix E, then which of the following statements is TRUE? (A) E-1/2 xtX E-1/2 follows W4(3,14) distribution E-1/2 x'X E-1/2 follows W3(4, I3) distribution (B) Trace(X E-X) follows x distribution X'X follows W3(4, E) distribution (C) (D)
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