Skip to main content
1 of 3
Learning math
  • 1.5k
  • 1
  • 15
  • 22

How to prove that $X_1X_1', X_2X_2'$ are iid random matrices if we know that $X_1,X_2$ are iid random vectors?

Let $X_1, X_2$ be two iid random row vectors in $\mathbb{R}^p$, each of whose components are real valued. I'd like to prove that the $\mathbb{R}^{p\times p}$ random matrices $X_1X_1', X_2X_2'$ are also iid, where ' means transpose of a vactor/matrix.

Learning math
  • 1.5k
  • 1
  • 15
  • 22