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\begin{document}
The variance of the quadratic form $\mathbf{u^{\prime}}M\mathbf{u}$
when $\mathbf{u}\sim N_{p}(\mathbf{\mu_{u},\Sigma_{u}})$
is given by

\begin{eqnarray*}
\textrm{Var}(\mathbf{u^{\prime}}M\mathbf{u}) & = & 2tr(M\Sigma_{u}M\Sigma_{u})+4\mu_{u}^{\prime}M\Sigma_{u}M\mu_{u}\end{eqnarray*}

\end{document}
