Prove that if (mathbf{X}) is an (n times p) data matrix, then (operatorname{dVar}_{n}(a+) (b mathbf{X} C)=|b| operatorname{dar}_{n}(mathbf{X})),
Question:
Prove that if \(\mathbf{X}\) is an \(n \times p\) data matrix, then \(\operatorname{dVar}_{n}(a+\) \(b \mathbf{X} C)=|b| \operatorname{dar}_{n}(\mathbf{X})\), for all constant vectors \(a\) in \(\mathbb{R}^{p}\), scalars \(b\), and \(p \times p\) orthonormal matrices \(C\).
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Related Book For
Cases And Materials On Employment Law
ISBN: 9780199580712
8th Edition
Authors: Richard Painter, Ann Holmes
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