Question: (Variance Column Space) Let Col(X) = Col() where X is a full-column rank matrix and = Var[z]. Show that Priz Pxz|=1

(Variance Column Space) Let Col(X) = Col(Ω) where X is a full-column rank matrix and Ω =

Var[z]. Show thatPriz Pxz|=1

Priz Pxz|=1

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