Question: 19.3 Let W be an m * 1 vector with covariance matrix W, where W is finite and positive definite. Let c be a nonrandom

19.3 Let W be an m * 1 vector with covariance matrix W, where W is finite and positive definite. Let c be a nonrandom m * 1 vector, and let Q = cW.

a. Show that var(Q) = cW c.

b. Suppose that c  0m. Show that 0 6 var(Q) 6 .

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