Question: 3.17. (Sec. 3.2) Prove that Pr{IAI = O} = 0 for A defined by (4) when N > p. [Hint: Argue that if Z; =

3.17. (Sec. 3.2) Prove that Pr{IAI = O} = 0 for A defined by (4) when N > p. [Hint:

Argue that if Z; = (ZI"'" Zp), then Iz~1 "" 0 implies A = Z;Z;' +

r.;::p\ 1 ZaZ~ is positive definite. Prove Pr{l ztl = Zjjl zt-II + r.t::11 Zij cof(Zij)

= O} = 0 by induction, j = 2, ... , p.]

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