Question: : Let the column vectors x; p 1 ~ N (0,0Ip), where i = 1, 2, ..., n. Show that n i=1 Xixi 02

: Let the column vectors x; p 1 ~ N (0,0Ip), where i = 1, 2, ..., n. Show that n i=1 Xixi 02 ~ x (pn), where x(n) represents the chi-square distribution with n degrees of freedom (2 points)

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