Question: 4.20. (Sec. 4.2) Prove that if l: is diagonal, then the sets rij and aii are independently distributed. [Hint: Use the facts that rij is
4.20. (Sec. 4.2) Prove that if l: is diagonal, then the sets rij and aii are independently distributed. [Hint: Use the facts that rij is invariant under scale transformations and that the density of the observations depends only on the aii.]
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