In article <0OX26.738$[EMAIL PROTECTED]>,
Paolo Covelli <[EMAIL PROTECTED]> wrote:
>Hi,
>let x, y be two i.i.d. N(mu, sigma) p_variate.
>How can I show that the distribution of V=(x-mu)' sigma^{-1}(x-mu), where
>sigma^{-1} is the inverse of co_variance matirx sigma, is symmetric?
With the problem as stated, it does not have a
symmetric distribution, as it is an unbounded
positive random variable.
However, I see no use of y in the expression.
Change one of the x's in the formula for V to
y, and it becomes symmetric, since both of the
independent random variables (one is enough)
x-mu and y-mu are symmetric.
--
This address is for information only. I do not claim that these views
are those of the Statistics Department or of Purdue University.
Herman Rubin, Dept. of Statistics, Purdue Univ., West Lafayette IN47907-1399
[EMAIL PROTECTED] Phone: (765)494-6054 FAX: (765)494-0558
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