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March 18th, 2017, 04:08 PM   #1
Joined: Mar 2017
From: Brisbane

Posts: 3
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Math Focus: linear algebra
Variance-covariance matrices

Hi all
Here is a question which has been puzzling me for a few days now. Any help would be greatly appreciated.

I think that I need to put all the terms in the inequality on one side, then factorise and consider what it means to be a positive definite matrix but I keep tying myself in knots!

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Last edited by ChristineJW; March 18th, 2017 at 04:16 PM.
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