Show that the right side of (12.78) is O(m). In fact, in this case, it can be

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Show that the right side of (12.78) is O(m). In fact, in this case, it can be shown that the order is O(1) when M is true [Hint: The most challenging part is to evaluate



i,j a2 ij

= tr(A2). Note that tr(A2) = tr{(PXf

− PX)(ZZ

 + I )(PXf

− PX)(ZZ

 + I)}.

Consider the two cases, model I and model II, separately, and use the results of the previous exercise.]

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