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following question, as I am stuck in it, can you please please help to solve and explain following sum??? Consider a random vector X~N(0,In), where
following question, as I am stuck in it, can you please please help to solve and explain following sum??? Consider a random vector X~N(0,In), where InER"*n is the unit matrix, and an orthonormal matrix UeRkxn. Prove that there holdsU X~N(0,lk) without relying on the definition of the density of a Gaussian random vector
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Elementary Algebra
Authors: Charles P McKeague
2nd Edition
1483263819, 9781483263816
