Question: 1) Assuming you have a data matrix X that has n rows and p variables and you know both and . How is ( X-

1) Assuming you have a data matrix X that has n rows and p variables and you know both and . How is (X- )'-1(X- ) distributed?

2) Assuming that you don't know the values of and . How is the statistical distance distributed as n-p gets large?

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