Question: 8.19. (Sec. 8.6.5) Prove for Ii ~ 0, i = 1, ... , p, P I P P L 1 ~ I :;:; log n

8.19. (Sec. 8.6.5) Prove for Ii ~ 0, i = 1, ... , p, P I· P P L 1 ~ I :;:; log n (I + Ii):;:; L Ii'

i= 1 ' 1= I ;= I Comment: The inequalities imply an ordering of the value, of the Bartlett-Nanda-Pillai trace, the negative logarithm of the likelihood ratio criterion, and the Lawley-Hotelling trace.

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