Question: Let X be a random vector with multivariate Normal distribution N, (0,). Show that if rank() = p then X'-x~x(p). where x(p) denotes the

Let X be a random vector with multivariate Normal distribution N, (0,).

Let X be a random vector with multivariate Normal distribution N, (0,). Show that if rank() = p then X'-x~x(p). where x(p) denotes the chi-squared distribution with p degrees of freedom and X' denotes the transpose of X.

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