Question: 8.5.10 Let X be a Gaussian (#x, Cx) random vector. Let YAX where A is an mxn matrix of rank m. By Theorem 8.11,

8.5.10 Let X be a Gaussian (#x, Cx) random vector. Let YAX where A is an mxn matrix of rank m. By Theorem 8.11, Y is a Gaussian random vector. Is W w- Y a Gaussian random vector?

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