Question: Exercise 1.5.7 Let A be symmetric, Y N(0, V), and w1, . . . ,ws be independent 2(1) random variables. Show that for some

Exercise 1.5.7 Let A be symmetric, Y ∼ N(0, V), and w1, . . . ,ws be independent

χ2(1) random variables. Show that for some value of s and some numbers λi , Y AY ∼



s i=1 λiwi . Hint: Y ∼ QZ so Y AY ∼ ZQAQZ.Write QAQ = PD(λi )P.

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