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Prove that the eigenvalues of a 2 by 2 covariance matrix E- ( are not negative. Under which conditions are both eigenvalues strictly positive?

 

Prove that the eigenvalues of a 2 by 2 covariance matrix E- (" are not negative. Under which conditions are both eigenvalues strictly positive? Explain why E and E- are both powitive semidefinite. (2 marks

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