For the general canonical correlation model, show that 2 k = i j ( ij i+ +j )

For the general canonical correlation model, show that ∑λ²_k = ∑_i ∑_j (π_ij­ – π_i+ π_+j)²/π_i+ π_+j. Thus, the squared correlations partition a dependence measure that is the noncentrality (6.8) of X² for the independence model with n = 1.