=+2.39. Regarding the distribution of || 2 = in (2.37), show the following [see the

Question:

=+2.39. Regarding the distribution of |ξ|

2 = ξ

ξ in (2.37), show the following

[see the notation below (2.37)]:

(i) P B = BP = 0.

(ii) P is a projection matrix with rank 1.

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