Question: 8.20. (Sec. 8.6) The multivariate beta density. Let Hand G be independently distributed according to WO:, m) and WC~:, n), respectively. Let C be a

8.20. (Sec. 8.6) The multivariate beta density. Let Hand G be independently distributed according to WO:, m) and WC~:, n), respectively. Let C be a matrL\

such that CC' = H + G, and let

Show that the density of Lis L=CHC [[(m + n)] (m) (n)

for Land [- L positive definite, and 0 otherwise.

Show that the density of Lis L=CHC [[(m + n)] (m) (n) -

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