Let {X n } be a sequence of p-dimensional random vectors. Show that for all vectors a
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Let {Xn} be a sequence of p-dimensional random vectors. Show that
for all vectors a ∈ Rp.
Transcribed Image Text:
D XnNp(μ, Σ) if and only if a'XnN₁(a'µ, a'Σa),
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Proof Using a standard definition of an integral we have This formula holds for all ...View the full answer
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Related Book For
Introduction To Mathematical Statistics
ISBN: 9780321794710
7th Edition
Authors: Robert V., Joseph W. McKean, Allen T. Craig
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