Question: 13.10. (Sec. 13.3) Show that X (p X n) has the density fx(X' X) if and only if T has the density where T is

13.10. (Sec. 13.3) Show that X (p X n) has the density fx(X' X) if and only if T has the density

['fx (TT'), P 2Ppn/2 T(n/2)-i

where T is the lower triangular matrix with positive diagonal elements such that IT' =X'X. [Srivastava and Khatri (1979)]. [Hint: Compare Lemma 13.3.1 with Corollary 7.2.1.]

['fx (TT'), P 2Ppn/2 T(n/2)-i

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