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Positive semi-definite - covariance/variance matrix, show that the variance-covariance matrix from a random vector z is positive semidefinite? Show that the variancecovariance matrix from a

Positive semi-definite - covariance/variance matrix, show that the variance-covariance matrix from a random vector z is positive semidefinite?

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Show that the variancecovariance matrix from a random vector 2: that we sawr in class is positive serrlidenite. That is1 show that if z is a k x 1 random vector thenJ 1"i'c E Rh: eVarfzch E U

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