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Consider a spectral decomposition of the matrix
D
-1
(
LM
)
T
, that is,
where
d
j
's are the scaled eigenvectors of
(
LM
)
d
j
j
,
D
-1
(
LM
)
T
. Let
d
j
d
j
T
the
j
-th eigenvalue of
(
LM
)
j
and note that
j
is of
rank one.
Theorem 1:
The maximal invariant
T
(
X
)
LXX
T
L
T
is distributed as a
linear combination of non-central Wishart matrices. More precisely
j
,
K
*
).
a non-central Wishart
stated,
where
Z
j
d
W
K
(1,
matrix of dimension
K
K
with non-centrality parameter
j
and scale
parameter
K
*
.
Proof:
Notice that
LX~N
(
LM
,
L
D
)
. The above result follows by
taking
A
to be an identity matrix in Theorem 2 presented by deGunst
(1987, 248-249).
The partition induced on the parameter space by
T
(
X
) is thus given
by the inverse image of
(
K
L
T
,
K
L
T
,
D
L
1
1
,
2
2
,…,
D
D
)
. The equiva-
lency sets defined by
v
(
-
)
are such that
/
,
o
/
are equivalent if and only
and
~
~
K
= R
D
R
T
M
1
t
T
L
K
L
T
. Notice that similar to the
bivariate case discussed earlier,
K
D
itself is not identifiable but
only
D
if
MR
D
K
L
T
is identifiable. It will be shown in the next section,
that the
's along with
D
can be used to construct the mean form
M
up to rotation, reflection, and translation. This will be used mainly for
representing the mean form graphically. All the inferences would and
should be based only on the identifiable parameters. That is, any infer-
ence should be the same regardless of which member of the partition
induced by
T
(
X
)
is utilized.
L
Independence of the partition of the choice of c and L
K
L
T
)
.
a)
Choice of
c
: Let
v
(
M
,
K
,
D
)
(
1
1
,
2
2
,…,
D
D
,
D
L
Let
~
j
and
L
~
D
and
~
K
. Then
~
j
,
~
c
-1
c
-1
c
-1
L
K
L
T
D
c
K
j
c
j
K
L
T
v
(
M
,
~
K
,
~
L
,
~
(
~
1
~
1
,
~
2
~
2
,…,
~
D
~
D
,
~
Then
K
L
T
)
D
)
.
D
)
D
v
(
M
,
K
,
The partitions therfore are the same for any
c>
0
.
b)
Choice of the centering matrix
L
: Let
L
1
and
L
2
be two different
centering matrices. We can write
L
2
L
2
L
1
T
(
L
1
L
1
T
)
-1
.
To show the invariance of the partition to the choice of the center-
ing matrix, we need to show that for
(
M
,
AL
1
with
A
D
)
and
(
M
,
~
K
,
~
D
)
in the
K
,
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