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O 3.2 Assume that y ~ N3 (u,E) where u = 2 and E = 0 4 WOO 0 0 3.2.1 Find a symmetric matrix
O 3.2 Assume that y ~ N3 (u,E) where u = 2 and E = 0 4 WOO 0 0 3.2.1 Find a symmetric matrix A such that y'Ay is x2 (3, " AH ). [Hint: AE is idempotent.] (3) 3.2.2 Evaluate H Au (2 ) 2
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