Following theorem 66 prove that the reciprocal, Basic Statistics

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Following theorem 66 prove that the reciprocal

Following Theorem 6.6 prove that the reciprocal proportionality model (Section 6.4.1) is invariant with respect to scaling of the observed random variables.

THEOREM 6.6

Let X he a random vector with nonsingular covariance matrix Σ. Then the weighted covariance matrix Σ* = Ψ^-1/2Σ Ψ^-1/2is invariant under a scale transformation of X.

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Basic Statistics: Following theorem 66 prove that the reciprocal

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Basic Statistics: Following theorem 66 prove that the reciprocal

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