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2. Covariance matrix of temperature measurements in a weather = station, represented with a random vector X=[X₁ X2 X3]', is given as: Cx It is known that RVs X₁ are random Gaussian in nature 14 12.1 10.87 12.1 12 0 L10.8 0 11 a. What is the variance in these three measurements? Hint: Remember Cov(X,X)=Var(X) b. What are the Cov[X₁,X2] and Cov[X3, X1]? c. Are X₁ independent from one another?

2. Covariance matrix of temperature measurements in a weather = station, represented with a random vector X=[X₁ X2 X3]', is given as: Cx It is known that RVs X₁ are random Gaussian in nature 14 12.1 10.87 12.1 12 0 L10.8 0 11 a. What is the variance in these three measurements? Hint: Remember Cov(X,X)=Var(X) b. What are the Cov[X₁,X2] and Cov[X3, X1]? c. Are X₁ independent from one another?

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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14 2. Covariance matrix of temperature measurements in a weather station, represented with a random vector X=[X₁ X2 X3]', is given as: Cx = 12.1 It is known that RVs X₁ are random Gaussian in nature L10.8 12.1 10.81 0 12 0 11 a. What is the variance in these three measurements? Hint: Remember Cov(X,X)=Var(X) b. What are the Cov[X₁,X₂] and Cov[X3,X1]? C. Are X₁ independent from one another?
Transcribed Image Text:14 2. Covariance matrix of temperature measurements in a weather station, represented with a random vector X=[X₁ X2 X3]', is given as: Cx = 12.1 It is known that RVs X₁ are random Gaussian in nature L10.8 12.1 10.81 0 12 0 11 a. What is the variance in these three measurements? Hint: Remember Cov(X,X)=Var(X) b. What are the Cov[X₁,X₂] and Cov[X3,X1]? C. Are X₁ independent from one another?
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