Let Y ~ N_n (0I_n ) and P be a symmetric idempotent matrix of rank r < n, prove that Y'PY and Y'(I_nP)Y are independently distributed as x^2_r and...
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Let Y ~ N_n (0│I_n ) and P be a symmetric idempotent matrix of rank r &lt; n, prove that Y'PY and Y'(I_n│P)Y are independently distributed as 〖x^2〗_r and 〖X^2〗_(n-r), respectively. 15767480

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Other answer

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