Question: 26. If A and B are n x n positive definite matrices and A = CC', show that ... e^(-x'C'BCx) dx...dx = ^(n/2)|AB|^(-1/2).

26. If A and B are n x n positive definite matrices and A = CC', show that

∫...∫ e^(-x'C'BCx) dx₁...dxₙ = π^(n/2)|AB|^(-1/2).

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