Answered: Let X = [X1 X2 X3 X4], where the X; are… | bartleby

Algebra & Trigonometry with Analytic Geometry

Algebra & Trigonometry with Analytic Geometry

13th Edition

ISBN:9781133382119

Author:Swokowski

Publisher:Swokowski

Chapter10: Sequences, Series, And Probability

Section10.8: Probability

Problem 31E

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Question

Let X = [X1 X2 X3 X4], where the X; are all equal-mean unit-variance independent random
variables. Let YT = AXT where.
1.
-1
4
1
1
4
A =
0.
1
1
01
0.
1
Find the mean vector and covariance matrix of Y, and the cross-covariance matrix of X and Y.

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