Show that if e N(0,) and AA0 then u A1e N(0, I n) .

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Show that if e »N(0,§) and § Æ AA0 then u Æ A¡1e »N(0, I n) .

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Probability And Statistics For Economists

ISBN: 9780691235943

1st Edition

Authors: Bruce Hansen

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Question Posted: Sep 23, 2024 07:00 AM

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Show that if e N(0,) and AA0 then u A1e N(0, I n) .
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Show that if e N(0,) and AA0 then u A1e N(0, I n) .

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Probability And Statistics For Economists

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