Let X ~ N(0, In) and A denote a symmetric n x n matrix. (a) (1 point) Check whether Q = XT AX has a weighted x2 distribu
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Let X ~ N(0, In) and A denote a symmetric n x n matrix. (a) (1 point) Check whether Q = XT AX has a weighted x2 distribu
Let X ~ N(0, In) and A denote a symmetric n x n matrix. (a) (1 point) Check whether Q = XT AX has a weighted x2 distribution. = (b*) (2 points) Find m.g.f. of Q using eigenvalues of A.
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