Question: (Norm) Let $Omega$ be a variance matrix. Show that $||v||_Omega^2 = v'Omega v$ is a norm on the vector subspace Col($Omega$).

(Norm) Let $\Omega$ be a variance matrix. Show that $||v||_\Omega^2 = v'\Omega v$ is a norm on the vector subspace Col($\Omega$).

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