Question: Exercise 1.2 Let W be an rs random matrix, and let A and C be nr and ns matrices of constants, respectively. Show that E(AW

Exercise 1.2 Let W be an r×s random matrix, and let A and C be n×r and n×s matrices of constants, respectively. Show that E(AW +C) = AE(W)+C. If B is an s×t matrix of constants, show that E(AWB) = AE(W)B. If s = 1, show that Cov(AW +C) = ACov(W)A.

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