0 1 3. Let XT = [X₁, X2, X3, X4] with mean vector μ = 1 0 and E = 21 9 -2 2 0 -2 4 (X₁) X₂ (X(1)) Partition X as X = X3 X(2), X4 Let A = (1 2) and B = (²²) =3) and consider the linear combinations AX(¹) and BX(2). Find a. E (X¹), E (AX (¹)) b. Cov (X(¹)), Cov (AX (¹)) c. E (X2)), E (BX (2)) d. Cov (X2), Cov (BX(2)) e. Cov (X (¹), X (2), Cov (AX (¹), BX (²)) =
0 1 3. Let XT = [X₁, X2, X3, X4] with mean vector μ = 1 0 and E = 21 9 -2 2 0 -2 4 (X₁) X₂ (X(1)) Partition X as X = X3 X(2), X4 Let A = (1 2) and B = (²²) =3) and consider the linear combinations AX(¹) and BX(2). Find a. E (X¹), E (AX (¹)) b. Cov (X(¹)), Cov (AX (¹)) c. E (X2)), E (BX (2)) d. Cov (X2), Cov (BX(2)) e. Cov (X (¹), X (2), Cov (AX (¹), BX (²)) =
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
![3
0
3
0
1
1
0
3. Let XT = [X₁, X2, X3, X4] with mean vector μ = and Σ =
2
1
9 -2
2
0
-2 4
/X₁`
Partition X as X =
-0-
=
X3
X(2)
X4
Let A = (1 2) and B =
(²2=²) and consider the linear combinations AX(¹) and BX(2²). Find
a. E (X¹), E (AX (¹))
b. Cov (X¹), Cov (AX (¹)
c. E (X2)), E (BX (²)
d. Cov (X2), Cov (BX(²))
e. Cov (X (¹), X (2), Cov (AX (¹), BX (²))
2
2](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F7cd07855-8da6-4c34-b63d-2907784e1d5f%2F776369c2-f2cc-4a7f-9088-afe4d50b61f1%2Fojybtfb_processed.png&w=3840&q=75)
Transcribed Image Text:3
0
3
0
1
1
0
3. Let XT = [X₁, X2, X3, X4] with mean vector μ = and Σ =
2
1
9 -2
2
0
-2 4
/X₁`
Partition X as X =
-0-
=
X3
X(2)
X4
Let A = (1 2) and B =
(²2=²) and consider the linear combinations AX(¹) and BX(2²). Find
a. E (X¹), E (AX (¹))
b. Cov (X¹), Cov (AX (¹)
c. E (X2)), E (BX (²)
d. Cov (X2), Cov (BX(²))
e. Cov (X (¹), X (2), Cov (AX (¹), BX (²))
2
2
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