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(Solution Library) Use the sample covariance obtained in Example 3.7 to verify (3-29) and (3-30), which state that R=D^-1 / 2 S D^-1 / 2 and D^1 / 2 R D^1 /

Question: Use the sample covariance obtained in Example 3.7 to verify (3-29) and (3-30), which state that \(\mathbf{R}=\mathbf{D}^{-1 / 2} \mathbf{S D}^{-1 / 2}\) and \(\mathbf{D}^{1 / 2} \mathbf{R} \mathbf{D}^{1 / 2}=\mathbf{S}\)

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