Q1: a) Consider the following functions of the random variables Y₁, Y2, Y3, and Y4 W₁ = 1 / (Y₁ + Y₂ + Y₂ +Y₂) W₂ = 1/(X,₁ + Y₂) — 12 (x₁₂ + Y₂)

MATLAB: An Introduction with Applications
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Q1: a) Consider the following functions of the random variables Y₁, Y2, Y3, and Y4
W₁
==
(Y₁ + Y₂ + Y₂ +Y₂)
W₂ = — (Y,₁ + Y₂ ) — — (Y₁ + Y₂ )
Find the variance-covariance matrix of W
b) Set up the X matrix and ß vector for the following regression model
(assume i = 1, ..., 4): Y₁ = Bo+B₁X₁1 + B₂X₁2+ B3X² il + €₁.
Transcribed Image Text:Q1: a) Consider the following functions of the random variables Y₁, Y2, Y3, and Y4 W₁ == (Y₁ + Y₂ + Y₂ +Y₂) W₂ = — (Y,₁ + Y₂ ) — — (Y₁ + Y₂ ) Find the variance-covariance matrix of W b) Set up the X matrix and ß vector for the following regression model (assume i = 1, ..., 4): Y₁ = Bo+B₁X₁1 + B₂X₁2+ B3X² il + €₁.
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