Question: 18.3 Let W be an m * 1 vector with covariance matrix W, where W is finite and positive definite. Let c be a nonrandom

18.3 Let W be an m * 1 vector with covariance matrix W, where W is finite and positive definite. Let c be a nonrandom m * 1 vector and let Q = cW.

a. Show that var(Q) = cW c.

b. Suppose that c  0m. Show that 0 < var(Q) 6 .

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