Question: MAST30025 Linear Statistical Models Assignment 1 Semester 1, 2022 Question 4 (4 marks) Let AB = Im; where A is an m x n matrix

MAST30025 Linear Statistical Models Assignment 1 Semester 1, 2022 Question 4

MAST30025 Linear Statistical Models Assignment 1 Semester 1, 2022 Question 4 (4 marks) Let AB = Im; where A is an m x n matrix and B is an n x m matrix. If y ~ MVN(p, I,) and BA is symmetric, find the distribution of y BAy

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