Math Problem Statement

Solution

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Math Problem Analysis

Mathematical Concepts

Multivariate Normal Distribution
Quadratic Forms
Covariance
Independence

Formulas

Cov(y' A y, y' B y) = 2 * tr(AVB V)

Theorems

Quadratic Forms of Normal Distributions
Independence of Quadratic Forms
Trace Properties

Suitable Grade Level

Graduate level (Advanced Probability, Linear Algebra)