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SOLVED:Given a random vector x ∈ℰ with non-singular variance V, and a proper subspace 𝒰 of 𝒱, show that the V-orthogonal projection of v on 𝒰 has maximal 'correlation with v ' of any variable in U, where the correlation of u and v means the correlation coefficient of their randomly distributed values [x, u],[x, v].
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