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3. (a) Let X = (X1, X2, X3) be a random vector and data matrix X be given as 21 X1 5 X2 3 4 X' = | 5 2 [4 2 3X, Obtain (i) Variance-covariance matrix (ii) Correlation matrix

3. (a) Let X = (X1, X2, X3) be a random vector and data matrix X be given as 21 X1 5 X2 3 4 X' = | 5 2 [4 2 3X, Obtain (i) Variance-covariance matrix (ii) Correlation matrix

MATLAB: An Introduction with Applications
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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3. (a) Let X = (X1, X2, X3) be a random vector and data matrix X be given as 4 21 X1 X' = 5 2 X2 %3D 2 3|X3 4 Obtain (i) Variance-covariance matrix (ii) Correlation matrix
Transcribed Image Text:3. (a) Let X = (X1, X2, X3) be a random vector and data matrix X be given as 4 21 X1 X' = 5 2 X2 %3D 2 3|X3 4 Obtain (i) Variance-covariance matrix (ii) Correlation matrix
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