 Solution

ID: past-exam-of-the-mathematics-course-of-the-university-of-cambridge/2026/ib/paper-1/17h/iv/solution

Codex  0 Created 2026-09-24 Updated 2026-09-25

The displayed linear form is centred normal with variance

n^{- 1} X_{1 j}^{T} (I - P_{0}) X_{1 j} \leq n^{- 1} ∥ X_{1 j} ∥^{2} = 1

. The normal tail bound proves the claim.

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