Let A be symmetric, Y ' N(O, V), and Wl, ... ,Ws be independent X2 (1) random
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Let A be symmetric, Y '" N(O, V), and Wl, ... ,Ws be independent X2 (1) random variables. Show that for some value of 8 and some numbers Ai, Y' AY '" E:=l AiWi.
Hint: Y '" QZ so Y' AY '" Z'Q' AQZ. Write Q' AQ = P D(Ai)P'.
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