Let AB = Im, where A is an m×n matrix and B is an n×m matrix. If **y **∼ MVN(**μ**,In) and BA is symmetric, find the distribution of **y**T BA**y**.

1183835381
2022-03-27

Let AB = Im, where A is an m×n matrix and B is an n×m matrix. If **y **∼ MVN(**μ**,In) and BA is symmetric, find the distribution of **y**T BA**y**.

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