Question: =+21. Continuing Problem 20, let X be a multivariate normal random vector with mean vector and invertible variance matrix . If X has n

=+21. Continuing Problem 20, let X be a multivariate normal random vector with mean vector μ and invertible variance matrix Ω. If X has n components, then show that the quadratic form (X − μ)t

Ω−1(X − μ)

has a χ2 n distribution.

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