X ~ multinormial (n,p), 1'p=1, p>0
W=AX, find a non-singular A for which var W = n(I-e1e1') and what is EW?
since I figure out EX=np, I obtain EW=Anp
VarW = Var AX = A VarX A'
I figure out VarX = n(Diag(p_=pp')
what do I do to find A? plz help me!!!