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Q158Section III (Statistics)158 of 190

Summing independent Wishart matrices — degrees of freedom add

If S1,S2,…,S5S_1,S_2,\dots,S_5 are the corrected sum of squares and sum of products matrices based on five independent samples of sizes 100 each coming from a four variate normal population. The distribution of ∑i=15Si\sum_{i=1}^5S_i:

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