How to solve (a) and (b) please.

X1\\ X2 (a) Suppose that a vector of random variables X = follows multivariate t-distribution . . . Xn/ a11 a12 . . . ain a21 a 22 . . . a zn with parameters j, A and v. We let A = be am X n matrix ami am2 . . . amn. (where m 2 2). Show that AX has multivariate t-distribution. What are the corresponding parameters of this distribution? (Hint: Think about the definition of multivariate t-distribution and some properties of multivariate normal distribution.) Y1 (b) A vector of random variable Y = Y2 has multivariate normal distribution with mean and covariance matrix > = ADA, where A is n x n invertible matrix and D is a W1 W2 diagonal matrix. We let W = = A ly. Show that Wi and W, are independent for Wn any i # j. (@Hint: Think about the property of multivariate normal distribution)