1. If y=(₁,₂,₂) be a random vector with mean vector and covariance matrix (11 0 = 1 2 3 0 3 10 Apply the appropriate matrices and linear algebra concepts to determine parameters of the distribution for (a) z when z=2y₁-3y₂ +₁. (b) z=(2₁.2₂) with 2₁ = ₁ + ₂ + ₁ and Z₂ = 3Y₁ + Y₂ −2y₁.

Linear Algebra: A Modern Introduction
4th Edition
ISBN:9781285463247
Author:David Poole
Publisher:David Poole
Chapter3: Matrices
Section3.7: Applications
Problem 13EQ
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1. If y = (y1-y2-Y,) be a random vector with mean vector and covariance matrix
(1 1 0
E=|1 2 3
0 3 10
H= -1
3
Apply the appropriate matrices and linear algebra concepts to determine parameters of the distribution for
(a) z when z= 2y, – 3y, + Y3 -
(b) z= (z.2,) with z, = y + Y2 + y3 and Z, = 3y; + Y2 – 2y; -
Transcribed Image Text:1. If y = (y1-y2-Y,) be a random vector with mean vector and covariance matrix (1 1 0 E=|1 2 3 0 3 10 H= -1 3 Apply the appropriate matrices and linear algebra concepts to determine parameters of the distribution for (a) z when z= 2y, – 3y, + Y3 - (b) z= (z.2,) with z, = y + Y2 + y3 and Z, = 3y; + Y2 – 2y; -
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