Suppose that \bmy = (y1, Y2, Y3)' is N3(\bmµ, \bmE) where 1 0 0 o |0 1 0 \bmµ = | 2 ,\bmE = 0 0 1 and let 1 1 B = |1 1 [1 1 1] What is the distribution of \bmy'B\bmy/o²? Explain your answer in detail.

MATLAB: An Introduction with Applications
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ISBN:9781119256830
Author:Amos Gilat
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Chapter1: Starting With Matlab
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Suppose that \bmy = (y1, Y2, Y3)' is N3(\bmµ, \bmE) where
()
Г1 0 0
2 ,\bmE = o² |0 1 0
0 0 1
\bmµ =
3
and let
1 1
1
B =
1
1
1
1 1
What is the distribution of \bmy'B\bmy/o²? Explain your answer in detail.
Transcribed Image Text:Suppose that \bmy = (y1, Y2, Y3)' is N3(\bmµ, \bmE) where () Г1 0 0 2 ,\bmE = o² |0 1 0 0 0 1 \bmµ = 3 and let 1 1 1 B = 1 1 1 1 1 What is the distribution of \bmy'B\bmy/o²? Explain your answer in detail.
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