Define the covariance matrix for given equation

Reference no: EM131444789

Question: Let W be an m × 1 vector with covariance matrix Σ_{w, where}Σw is infinite and positive definite. Let c be a nonrandom m x 1 vector, let Q = c'W-

a. Show that var(Q) = c'Σ_wc_.

b. Suppose that c ≠ 0_m. Show that 0 < var(Q) < ∞.

Reference no: EM131444789

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