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Solve the following: Let the artdimensional random vector X followr a so-called symmetric multivariate normal distribution: its components are identically distributed, and the correlation between
Solve the following:
Let the artdimensional random vector X followr a so-called symmetric multivariate normal distribution: its components are identically distributed, and the correlation between any two of them is the same number p. Find the spectral decomposition of the correlation matrix (suppose that | plStep by Step Solution
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