Probability econometrics
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Solve let B distributed as N (0,I) and consider the linear transformations Y= b + BX, where b is a vector and B a k×n matrix of constants, and Z=c+CX where c is an m×1 vector and C an m×n matrix of constants. Show that Y and Z are independent if and only if BC' =0 solutions
normal-distribution
asked Nov 18 at 14:15
Nchimunya Moyo
11
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Solve let B distributed as N (0,I) and consider the linear transformations Y= b + BX, where b is a vector and B a k×n matrix of constants, and Z=c+CX where c is an m×1 vector and C an m×n matrix of constants. Show that Y and Z are independent if and only if BC' =0 solutions
normal-distribution
asked Nov 18 at 14:15
Nchimunya Moyo
11
Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32
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up vote
0
down vote
favorite
up vote
0
down vote
favorite
Solve let B distributed as N (0,I) and consider the linear transformations Y= b + BX, where b is a vector and B a k×n matrix of constants, and Z=c+CX where c is an m×1 vector and C an m×n matrix of constants. Show that Y and Z are independent if and only if BC' =0 solutions
normal-distribution
asked Nov 18 at 14:15
Nchimunya Moyo
11
Solve let B distributed as N (0,I) and consider the linear transformations Y= b + BX, where b is a vector and B a k×n matrix of constants, and Z=c+CX where c is an m×1 vector and C an m×n matrix of constants. Show that Y and Z are independent if and only if BC' =0 solutions
normal-distribution
normal-distribution
asked Nov 18 at 14:15
Nchimunya Moyo
11
asked Nov 18 at 14:15
Nchimunya Moyo
11
edited Nov 18 at 20:02
asked Nov 18 at 14:15
Nchimunya Moyo
11
asked Nov 18 at 14:15
Nchimunya Moyo
11
asked Nov 18 at 14:15
Nchimunya Moyo
11
11
Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32
add a comment |
Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32
Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32
Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32
add a comment |
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Welcome to MSE! In order to get the best possible answers, it is helpful if you say in what context you encountered the problem, and what your thoughts on it are; this will prevent people from telling you things you already know, and help them give their answers at the right level. Also, many find the use of imperative ("Prove", "Solve", etc.) to be rude when asking for help; please consider rewriting your post.
– Sambo
Nov 18 at 14:32