Question: 3.12. (Sec. 3.2) Prove Lemma 3.2.2 by using Lemma 3.2.3 and showing N log I CI - tr CD has a maximum at C =

3.12. (Sec. 3.2) Prove Lemma 3.2.2 by using Lemma 3.2.3 and showing N log I CI -

tr CD has a maximum at C = ND -I by setting the derivatives of this function with respect to the elements of C = l: -I equal to O. Show that the function of C tends to -00 as C tends to a singular matrix or as one or more elements of C tend to 00 and/or - 00 (nondiagonal elements); for this latter, the equivalent of (13) can be used.

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