Question: Using (12.21) and (12.22), show that E(2 1) = 21 and E(2 ) = 2 . Hint: E(uQu) = E{tr(uQu)} = E{tr(uuQ)} = tr{E(uu)Q} =

Using (12.21) and (12.22), show that E(σ2 1) = σ21 and E(σ2

ν) = σ2

ν. Hint: E(uQu) =

E{tr(uQu)} = E{tr(uuQ)} = tr{E(uu)Q} = tr(ΩQ).

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