Suppose ~ ⊗ with . Define and Q = ZᵀZ. If denotes a Wishart distribution of order m with n degrees of freedom, the distribution of is
Part BCSIR NET June 2023wishart-linear-form
Wishart linear form
Related counterexample: If every marginal is normal then the vector is multivariate normal
- Part B questionJune 2023
- wishart traceDecember 2023
- wishart quadratic formsDecember 2023
- spearman for bivariate normalDecember 2023
From Linear Models and Multivariate › Multivariate normal distribution