For the mixture model in Problem 8.2.5, examine the behavior of S −1 n , and hence, the d (0) ni , 1 ≤ i ≤ n. Will S −1 n be unbiased for Σ −1 and will S −1 n P→ Σ −1 as n → ∞? What about the rate of...

For the mixture model in Problem 8.2.5, examine the behavior of S −1 n , and hence, the d (0) ni , 1 ≤ i ≤ n. Will S −1 n be unbiased for Σ −1 and will S −1 n P→ Σ −1 as n → ∞? What about the rate of convergence of S −1 n to Σ −1 ?