Question: 8.4.12 Let X be a random vector with cor- relation matrix Rx and covariance matrix Cx. Show that Rx and Cx are both pos-

8.4.12 Let X be a random vector with cor- relation matrix Rx

8.4.12 Let X be a random vector with cor- relation matrix Rx and covariance matrix Cx. Show that Rx and Cx are both pos- itive semidefinite by showing that for any nonzero vector a, a Rxa 20. a'Cxa 0.

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