Q110·Section III (Statistics)·110 of 145The Mahalanobis form is χp2\chi^2_pχp2, with MGF (1−2t)−p/2(1-2t)^{-p/2}(1−2t)−p/2If X‾∼Np(μ‾,Σ)\underline X\sim N_p(\underline\mu,\Sigma)X∼Np(μ,Σ), then the mgf of Y=(X‾−μ‾)′Σ−1(X‾−μ‾)Y=(\underline X-\underline\mu)'\Sigma^{-1}(\underline X-\underline\mu)Y=(X−μ)′Σ−1(X−μ) would be: OptionsA(1−2t)−p/2(1-2t)^{-p/2}(1−2t)−p/2Beμ′t+12t′Σte^{\mu't+\frac12t'\Sigma t}eμ′t+21t′ΣtCeμ′t−12t′Σte^{\mu't-\frac12t'\Sigma t}eμ′t−21t′ΣtD(1−2t)p/2(1-2t)^{p/2}(1−2t)p/2Pick an option to check your answer.Show answerShow solution Report a problem with this question← Q109All questionsQ111 →Keyboard: A–D answer · S solution · ←/→ previous/next