Textbook: “Matrix algebra useful for statistics”, Searle

Homework 1. 1. Prove , where A and B are and . matrices, respectively. 2. (a) When does (b) When Prove (c) When , prove . Section 2 Special Matrices. 2.1 Symmetric Matrices: Definition of symmetric matrix: A matrix is defined as symmetric if . That is, . Example 1: is symmetric since . Example 2: Let be random variables. Then, … ................
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