Suppose that C is an n n symmetric idempotent matrix with rank r and let a.

Suppose that C is an n × n symmetric idempotent matrix with rank r and let

a. Show that C = AA€², where A is n × r with A€²A = Ir.
b. Show that A€²V ~ N(0r, Ir).
c. Show that V€²CV ~ Xr2.

Transcribed Image Text:

V~N(0 In)