Multivariate normal distribution, please answer number 3 size n = 10 withμ'=(5-2Let X ~N, (1, 2)6 5 -3Σ= 5 7 0-3 0 41.find the distribution of X, and (X₁, X₂)X₁ - X₂2. find thedistributionX₁ + X₂ −X₂]3. AreX-X, and X₁ + X, -X independent.34. find the distribution of I.and-24)

Apply transformation for multivariate normal distribution.

Answered: size n = 10 with μ' = (5 Let X ~N, (1,…

MATLAB: An Introduction with Applications

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Multivariate normal distribution, please answer number 3

size n = 10 with
μ'=(5-2
Let X ~N, (1, 2)
6 5 -3
Σ= 5 7 0
-3 0 4
1.
find the distribution of X, and (X₁, X₂)
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
-24)

Features Features Normal distribution is characterized by two parameters, mean (µ) and standard deviation (σ). When graphed, the mean represents the center of the bell curve and the graph is perfectly symmetric about the center. The mean, median, and mode are all equal for a normal distribution. The standard deviation measures the data's spread from the center. The higher the standard deviation, the more the data is spread out and the flatter the bell curve looks. Variance is another commonly used measure of the spread of the distribution and is equal to the square of the standard deviation.

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