X is multivariate Gaussian with μX = [6 0 8]and C₁ n = and covariance matrix of Y 1 = x1 - x2 Y2 = x1 + x₂ - 2x3 Y3 = x1 + x3 1/2 1/4 1/3 2/3 1/4 2 1/3 2/3 1 = [V₁ V₂ V3]- V2 32 Find the mean vector where

Advanced Engineering Mathematics
10th Edition
ISBN:9780470458365
Author:Erwin Kreyszig
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Chapter2: Second-order Linear Odes
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X is multivariate Gaussian with
"X
- [6
8]and C₁
n
608
=
and covariance matrix of Y
1 = X1 X2
2 = x1 + x₂ - 2x3
Y3 = x1 + x3
1/2 1/4 1/3
1/4
2
2/3
1/3 2/3 1
= [y₁
У1 У2 уз
y3].
Find the mean vector
where
Transcribed Image Text:X is multivariate Gaussian with "X - [6 8]and C₁ n 608 = and covariance matrix of Y 1 = X1 X2 2 = x1 + x₂ - 2x3 Y3 = x1 + x3 1/2 1/4 1/3 1/4 2 2/3 1/3 2/3 1 = [y₁ У1 У2 уз y3]. Find the mean vector where
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