Question: Singular Normal Distribution: prove the following theorem in detail: Theorem Ify ~ SN (1, [), then: 1. K,(y'Ay) = 2-1 (r - 1)! [tr(AE) +

Singular Normal Distribution: prove the following theorem in detail: Theorem Ify ~ SN (1, [), then: 1. K,(y'Ay) = 2"-1 (r - 1)! [tr(AE)" + ru'A(CA)"-1/] 2. Cou(y, y'Ay) = 2EAj
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