9. If the k x 1 vector x has a normal density and B is an m
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9. If the k x 1 vector x has a normal density and B is an m x k matrix of rank m, then use Theorem 10.3.1 to show that the density of the m x 1 random vector y has a normal density, where y = Bx.
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Related Book For
Matrices With Applications In Statistics
ISBN: 9780534980382
2nd Edition
Authors: Franklin A Graybill
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