3.5 Let X : p 1 denote a vector of random variables representing various observable quantities...
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3.5 Let X : p × 1 denote a vector of random variables representing various observable quantities related to learning rate, and suppose for > 0, L(X|θ, ) = N(θ, ). It is found that the first q variables are of interest as a group, so X is partitioned according to Find the distribution of AY + BZ, where A: q × q, and B : q × p–q, 2q < p. [Hint: Let
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