(g) [harder] Let A Rmx be a non-square matrix of constants and μER" be a vector of constants. What is the ch.f. of X = AZ +? It should be a function of n, t, u, A and fundamental constants only. Use property 2 of multivariate ch.f.'s. (h) [difficult] Show that (X-)-(X-μ) ~ This amounts to repeating a proof from class. (i) [harder] Let X ~N. (p. E). Let BERx be a matrix of constants and eЄR" be a vector of constants. Find the distribution of Y = BX+c.