Define a := [vec(A), vec(B)] and := ( A , B) and show that, for the setup in Proposition 9.5, E

Define a := [vec(A), vec(B)] and γ := (γ 

A , γ

B) and show that, for the setup in Proposition 9.5,

−E



∂2 ln l

∂γ∂γ



= −



R

A 0 0 R

B



E



∂2 ln l

∂a∂a



RA 0 0 RB



.

Moreover, show that (9.3.4) holds by proving that E



∂2 ln l

∂a∂a



= ∂ vec(Σu)

∂a E



∂2 ln l

∂ vec(Σu)∂ vec(Σu)



∂ vec(Σu)

∂a

and, for C such that CC = Σu,

∂ vec(Σu)

∂a = ∂ vec(CC)

∂ vec(C)

∂ vec(C)

∂a = (IK2 +KKK)(C ⊗ IK)∂ vec(C)

∂a

(see also Chapter 3 for related derivations).