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.
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
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