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(Solved): Define Wishart matrix and Wishart distribution. If x_(1),x_(2) and x_(3) are independent observation ...
Define Wishart matrix and Wishart distribution. If x_(1),x_(2) and x_(3) are
independent observations from N_(2)(\mu ,\Sigma ) population with \mu =0 and
\Sigma =([1,2],[2,9]), then
(i) compute E(x_(1)x_(1)^(')+x_(2)x_(2)^(')+x_(3)x_(3)^('))
(ii) compute E(|x_(1)x_(1)^(')+x_(2)x_(2)^(')+x_(3)x_(3)^(')|)
(iii) mention the distribution of (x_(1)x_(1)^(')+x_(2)x_(2)^(')+x_(3)x_(3)^(')).