Question: Exercise 1.7 (a) Show that if V is nonsingular, then the three conditions in Theorem 1.3.6 reduce to AVA = A. (b) Show that YVY

Exercise 1.7

(a) Show that if V is nonsingular, then the three conditions in Theorem 1.3.6 reduce to AVA = A.

(b) Show that YV−Y has a chi-squared distribution with r(V) degrees of freedom when μ ∈ C(V).

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