Probability econometrics
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
add a comment |
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
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 |
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 |
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
active
oldest
votes
Thanks for contributing an answer to Mathematics Stack Exchange!
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
Use MathJax to format equations. MathJax reference.
To learn more, see our tips on writing great answers.
Some of your past answers have not been well-received, and you're in danger of being blocked from answering.
Please pay close attention to the following guidance:
- Please be sure to answer the question. Provide details and share your research!
But avoid …
- Asking for help, clarification, or responding to other answers.
- Making statements based on opinion; back them up with references or personal experience.
To learn more, see our tips on writing great answers.
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
StackExchange.ready(
function () {
StackExchange.openid.initPostLogin('.new-post-login', 'https%3a%2f%2fmath.stackexchange.com%2fquestions%2f3003588%2fprobability-econometrics%23new-answer', 'question_page');
}
);
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Sign up or log in
StackExchange.ready(function () {
StackExchange.helpers.onClickDraftSave('#login-link');
});
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Sign up using Google
Sign up using Facebook
Sign up using Email and Password
Post as a guest
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
Required, but never shown
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