Question: 8. Let (Xal , . . , Xa p )' a = 1, ... , n, be a sample from any p-variate distribution with

8. Let (Xal , . . • , Xa p )' a = 1, ... , n, be a sample from any p-variate distribution with zero mean and finite nonsingular covariance matrix I . Then the distribution of T 2 defined by (10) tends to X2 with p degrees of freedom.

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