Question: (a) Show that the matrix A defined in (7.30) by uAu/2 is symmetric, idempotent and of rank g. (b) Using the same proof given below
(a) Show that the matrix A defined in (7.30) by uAu/σ2 is symmetric, idempotent and of rank g.
(b) Using the same proof given below lemma 1, show that (7.30) is χ2g
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