... steps to get the joint PDF of λ. First of all, we get the joint PDF of η, that is, fη(y). Next, we obtain the joint PDF of λ conditioned on η, that is, fλ|η(x | y). Finally, weaverage the conditional ... the conditional joint PDF fλ|η(x | y)overη to get the unconditional joint PDF fλ(x). Details on this condition- and- average procedure are given below.(i) Get the joint PDF of the nonzero ordered ... summary above,share a common structure on the joint distributions of their (nonzero) eigenvalues. Based on the common structure,we then derive the marginal distributions of the orderedeigenvalues,...