1
$\begingroup$

Please help me, I don´t have any idea how to solve this problem. If $\textbf{A} \sim W_p(\mathbf{\Sigma}, m)$ and $\textbf{B} \sim W_p(\mathbf{\Sigma}, m)$ are independent Wishart matrices, show that $|\textbf{A}|/|\textbf{A}+\textbf{B}|$ has the $\Lambda(p,m,n)$ Wilk's lambda distribution.

I would be very grateful if someone could guide me.

$\endgroup$

closed as off-topic by whuber Feb 6 '17 at 15:28

This question appears to be off-topic. The users who voted to close gave this specific reason:

  • "Self-study questions (including textbook exercises, old exam papers, and homework) that seek to understand the concepts are welcome, but those that demand a solution need to indicate clearly at what step help or advice are needed. For help writing a good self-study question, please visit the meta pages." – whuber
If this question can be reworded to fit the rules in the help center, please edit the question.