Question: Exercise 9.12 Prove that display (2) is true. F = YM(IM)ZY/r[(IM)Z ] Y(IP)Y/[nr(X,Z )] F(r[(IM)Z],nr[X,Z]). (2)

Exercise 9.12 Prove that display (2) is true.

F = YM(I−M)˜ZY/r[(I−M)˜Z ]
Y(I−P)Y/[n−r(X,˜Z )]
∼ F(r[(I−M)˜Z],n−r[X,˜Z]). (2)

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