Skip to content
Q111Section III (Statistics)111 of 145

(n−1)S∼Wp(n−1,Σ)(n-1)S\sim W_p(n-1,\Sigma), so S∼Wp(n−1,Σ/(n−1))S\sim W_p(n-1,\Sigma/(n-1))

If x‾1,…,x‾n\underline x_1,\dots,\underline x_n (n≥p+1n\ge p+1) are distributed independently each according to Np(μ‾,Σ)N_p(\underline\mu,\Sigma), then the distribution of S=1n−1∑α=1n(x‾α−x‾ˉ)(x‾α−x‾ˉ)′S=\frac1{n-1}\sum_{\alpha=1}^n(\underline x_\alpha-\bar{\underline x})(\underline x_\alpha-\bar{\underline x})' is:

Options

Pick an option to check your answer.