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Q109Section III (Statistics)109 of 145

l′Al∼(l′Σl)χn−12l'Al\sim(l'\Sigma l)\chi^2_{n-1}

If A∼Wp(n−1,Σ)A\sim W_p(n-1,\Sigma), then the distribution of l′All'Al, ll a known vector, would be:

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