Question: 9. If the k x 1 vector x has a normal density and B is an m x k matrix of rank m, then use

9. If the k x 1 vector x has a normal density and B is an m x k matrix of rank m, then use Theorem 10.3.1 to show that the density of the m x 1 random vector y has a normal density, where y = Bx.

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