# Exercise Solution 9.9

Yes. Here is why: Adopting the notation of [9.72], ^{1}* R* is a linear polynomial of

^{1}

*. Because*

**D**^{1}

*is nonsingular, the relationship is invertible, and*

**R**^{1}

*is a linear polynomial of*

**D**^{1}

*. As indicated in Section 3.10.4, a linear polynomial of a joint-normal random vector is joint-normal.*

**R**^{1}

*is joint normal, so*

**R**^{1}

*is joint-normal. comprises components of*

**D**^{1}

*. As discussed in Section 3.10.4, this means that is also joint-normal.*

**D**