15. Suppose X;'I = "; + 0.", where the t ,; are given by (62) and where (l!"I' . .. ' o.'p)' v = 1, . . . , n, is a sample from a p-variate distribution with mean 0 and covariance matrix I . The size of the test of Problem 13 is robust for this model as n -+ 00 . [Apply Problem 14 and the univariate robustness result of Chapter 7, Section 8.] Note. This problem illustrates how the robustness of a univariate linear test carries over to its multivariate analogue . For a general result see Arnold (1981, Section 19.8).\