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If the p × 1 random vector X has variance-covariance matrix Σ and A is an m × p...
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High School Teacher
Where `mux` is mean of X, X is matrix of order (p x 1). A is constant matrix of order ( m x p).
( A is constant and by reversal law of transpose matrix)
(A is constant, so A' is also constant and property of E )
Posted by aruv on October 4, 2013 at 6:54 AM (Answer #1)
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