Let there be the random vector Z E Rm Prove that E (||Z||*) = tr(E[ZZ"]) From the expression above, conclude that if E[Z]=0 then: E (|Iz||*) = tr(cov[Z)
Let there be the random vector Z E Rm Prove that E (||Z||*) = tr(E[ZZ"]) From the expression above, conclude that if E[Z]=0 then: E (|Iz||*) = tr(cov[Z)
Calculus: Early Transcendentals
8th Edition
ISBN:9781285741550
Author:James Stewart
Publisher:James Stewart
Chapter1: Functions And Models
Section: Chapter Questions
Problem 1RCC: (a) What is a function? What are its domain and range? (b) What is the graph of a function? (c) How...
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![Let there be the random vector Z E R"
Prove that E (||Z|) = tr(E[ZZ"])
From the expression above, conclude that if E[Z]=0 then:
E (|Iz||) = tr(cov[Z])](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fe19f3074-96ea-43a4-ab15-b02b56bba91a%2F69311a40-3cb1-4c94-b6bb-a86461d6fdd7%2Ftxuvgyj_processed.jpeg&w=3840&q=75)
Transcribed Image Text:Let there be the random vector Z E R"
Prove that E (||Z|) = tr(E[ZZ"])
From the expression above, conclude that if E[Z]=0 then:
E (|Iz||) = tr(cov[Z])
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