Question: Let a be an n 3 1 nonrandom vector and let u be an n 3 1 random vector with E1uur 2 5 In. Show

Let a be an n 3 1 nonrandom vector and let u be an n 3 1 random vector with E1uur 2 5 In. Show that E3tr1auu9a92 4 5 gn i51a2 i .

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