Let Y-Nn(0,E)and let A be any nxn symmetric matrix. Show that m.g.f of Q=Y'AY is M(t) : det (I-2TAZ)-12.lf A is idempotent of rank r andE =1, deduce the result.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter7: Distance And Approximation
Section7.1: Inner Product Spaces
Problem 12EQ
Question

8

Let Y~Nn(0,E)and let A be any nxn symmetric
matrix. Show that m.g.f of Q=Y'AY is M(t)
det (I-21AE)-12.lf A is idempotent of rank r
andz =1, deduce the result.
Transcribed Image Text:Let Y~Nn(0,E)and let A be any nxn symmetric matrix. Show that m.g.f of Q=Y'AY is M(t) det (I-21AE)-12.lf A is idempotent of rank r andz =1, deduce the result.
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