Question: please give steps 10. Suppose X is a Gaussian random variable with mean / and covariance matrix E, in n dimensions. a. Let B be

please give steps

10. Suppose X is a Gaussian random variable with mean / and covariance matrix E, in n dimensions. a. Let B be an n x n real matrix. The scalar random variable Y = X'BX is referred to as a quadratic form (in normal variables). Show that if B is not symmetric, its coefficients can be arranged into Y = X'AX where A is an n X n symmetric matrix. b. Find E(X'AX). c. E(ex'AX)

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