12. Let X be a random vector with mean y and covariance , also let A...

Question

Question

12. Let X be a random vector with mean y and covariance , also let A be a fixed (deterministic) matrix. Prove that E [XAX] =

Answer 1

Answer #1

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ంతా E (xA (A) E Since XAX is of dimension 1x1] Eఓణ (AXX) కి K తA E ణ• k2)o i) Aీ 3 ణ(A1) + ఈ AA [Proved LK

Answer 2

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