Introduction to Theorem 3 Multivariate Normal Multivariate Analysis Sta633 Topic032

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STA633 STA633 In this video I explain what the

Let X~Np(u , ∑) and Y=CX where Cp×p and rank of C is “p” i.e. r(C) = p Then show that Y~Np(C , C∑Ct)

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