Shorthand for independent and identically distributed

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Reference no: EM131028411

Suppose R is an orthogonal n×n matrix. If U is an n×1 vector of IID N(0, σ2) variables, show that RU is an n×1 vector of IID N(0, σ2) variables. Hint: what is E(RU)? cov(RU)? ("IID" is shorthand for "independent and identically distributed.")

Reference no: EM131028411

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