Let X~N, (u, Σ) 1. size n = 10 with μ' = (5 -2 4) 6 5 -3 Σ= 5 7 0 -3 0 4 find the distribution of X, and (X₂.X₂) and

MATLAB: An Introduction with Applications
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Multivariate normal distribution, please answer number 1
size n = 10 with
Let X ~N, (1, 2)
μ'=(5-2
-24)
6
5 -3
Σ= 5 7 0
-3 0 4
1.
find the distribution of X, and (X₂, X,)
X₁ - X₂
2. find the
distribution
X₁ + X₂ −X₂]
3. Are
X-X, and X₁ + X, -X independent.
3
4. find the distribution of I.
and
Transcribed Image Text:size n = 10 with Let X ~N, (1, 2) μ'=(5-2 -24) 6 5 -3 Σ= 5 7 0 -3 0 4 1. find the distribution of X, and (X₂, X,) X₁ - X₂ 2. find the distribution X₁ + X₂ −X₂] 3. Are X-X, and X₁ + X, -X independent. 3 4. find the distribution of I. and
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