Question: Assignment 1 Question One Let X ~ N(0, E) where E is an n x n positive definite matrix. Assume that X AX follows x2

Assignment 1 Question One Let X ~ N(0, E) where E is an n x n positive definite matrix. Assume that X AX follows x2 distribution, where A is symmetric matrix. (a) Show that X'(E-1 - A)X follows a x2 distribution. (b) Show that X'AX and X'(E-1 - A) X are independent. c) Find a constant c that may depend on A and E such that cX (E-1 - A)X/(X AX) follows and F distribution

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