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Please assist with a and b QUESTION 5 [12 Marks] (a) Use the definitions of the ,, and x-distributions to show that the following function

Please assist with a and b

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QUESTION 5 [12 Marks] (a) Use the definitions of the ,, and x-distributions to show that the following function is distrib uted (,-1. x - u n - 1 E(x, - x) (6) (b) Let y-N(0, I,). Show that y'Ay and y'(I - A)y are independent if and only if A is an idempotent matrix. (6)

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