Let $X=(x_{ij})\in\mathbb{R}^{n\times p}$ with $p>n$. Assume $x_{ij}$ are independent $N(0,1)$ random variables.
My question is: how to find $E\left(X^{T}(XX^{T})^{-1}X\right)$?
2026-03-30 16:01:48.1774886508
Expectation involving normal random matrices
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