Question: 7.10. (Sec. 7.3) Find the characteristic function of A from WeI, n). [Hint: From [w(AI I, n) dA = as an identity in ~.] Note

7.10. (Sec. 7.3) Find the characteristic function of A from WeI, n). [Hint: From

[w(AI I, n) dA =

14(p-1) exp(-tr A) dA 2PT(n) -

as an identity in ~.] Note that comparison of this result with that of Section 7.3.1 is a proof of the Wishart distribution.

14(p-1) exp(-tr A) dA 2PT(n) -

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