2) Consider three random variables. Each vector is a collection of the realized values for each random variable. Calculate the variance-covariance matrix for these three random variables first, and then calculate the matrix determinant. [Hint: the sample variance of random variable X is S? = E,-x)² the sample covariance of X and Y is п-1 SxY п-1 3) What have you learned from part 2)? Explain the intuition.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Chapter1: Starting With Matlab
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2
4
-4
-2
V3 =
6
O Here are three vectors: vị
=
V2 =
3
3
-2
Transcribed Image Text:2 4 -4 -2 V3 = 6 O Here are three vectors: vị = V2 = 3 3 -2
2) Consider three random variables. Each vector is a collection of the realized values for each random
variable. Calculate the variance-covariance matrix for these three random variables first, and then
calculate the matrix determinant.
[Hint: the sample variance of random variable X is S? = E,-x)²
the sample covariance of X and Y is
п-1
Sxx
п-1
3) What have you learned from part 2)? Explain the intuition.
Transcribed Image Text:2) Consider three random variables. Each vector is a collection of the realized values for each random variable. Calculate the variance-covariance matrix for these three random variables first, and then calculate the matrix determinant. [Hint: the sample variance of random variable X is S? = E,-x)² the sample covariance of X and Y is п-1 Sxx п-1 3) What have you learned from part 2)? Explain the intuition.
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