Let X1,X2,…,X20 be a random sample from N12(mu,Sigma), where muinR^12 and Sigma is positive definite matrix. Suppose bar X=1/20sumi=1^20Xi and S=1/19sumi=1^20(Xi-bar X)(Xi-bar X)^T. Then which of the following statements are true?

Q117Section C (Part C)117 of 120

Multivariate analysis — Wishart facts for a normal sample

Let $X_1,X_2,…,X_{20}$ be a random sample from $N_{12}(\mu,\Sigma)$ , where $\mu\in\mathbb{R}^{12}$ and $\Sigma$ is positive definite matrix. Suppose $\bar X=\frac{1}{20}\sum_{i=1}^{20}X_i$ and $S=\frac{1}{19}\sum_{i=1}^{20}(X_i-\bar X)(X_i-\bar X)^{T}$ . Then which of the following statements are true?

Multiple select: one or more options are correct. Select all of them, then submit — marks need the exact set.

Select every correct option, then submit.

Keyboard: A–D answer · S solution · ←/→ previous/next