Hi everyone,

I have the following exercise:

Given ,

a) Consider the following decomposition ( omega is supposed to be a matrix).

Show that conditional is , where p is the dimension of .

This one, I have shown.

b) Let . Find the conditional where . In which case this distribution doesn't depend on ?

This one is causing me trouble. I stated by writing explicitly the product in but it gets me nowhere.

Thank you in advance for taking time to answer my question.