Question: 2.65 Complex no/mal (continued). If Z has the complex normal distribution of ,,' Problem 2.64, show that W = AZ, where A is a

2.65 • Complex no/mal (continued). If Z has the complex normal distribution of

,,"' Problem 2.64, show that W = AZ, where A is a nonsingular complex matrix, has the complex normal distribution with mean AS and covariance matrix C(W) =

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