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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.

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
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
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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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