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)
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)
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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