Question: 7.27. (Sec. 7.7) Multivariate t-distributioll. Let y and u be independently distributed according to N(O, I) and the x;-distribution, respectively, and let .;nTri y =

7.27. (Sec. 7.7) Multivariate t-distributioll. Let y and u be independently distributed according to N(O, I) and the x;-distribution, respectively, and let .;nTri y = xJ.

l..

(a) Show that the density of x is

[(n+p)] ()''(x p)]` (n+p)*

(b) Show that Gx = J.l. and

image text in transcribed

[(n+p)] ()''(x p)]` (n+p)*

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