3. Consider the vector B1 B = B2 -(A) with variance-covariance matrix Var(B) Cov(B1, B2) Cov(B1, B2) Var(B2) Var(3) = and the matrix (:구) 3 -1 A = 1 Show – for this example – that Var(Aß) = AVar(B)A'.
3. Consider the vector B1 B = B2 -(A) with variance-covariance matrix Var(B) Cov(B1, B2) Cov(B1, B2) Var(B2) Var(3) = and the matrix (:구) 3 -1 A = 1 Show – for this example – that Var(Aß) = AVar(B)A'.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
Section: Chapter Questions
Problem 1.1P: a. How many different 7-place license plates are possible if the first 2 places are for letters and...
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![3. Consider the vector
B1
B =
B2
with variance-covariance matrix
Var(B,)
Var(ß) = ( Cov(B1, B2)
Cov (β, β )
Var(8,)
)
and the matrix
3 -1
A =
1
Show – for this example – that Var(AB) = AVar(B)A'.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2F5b86cadc-4f6d-4adc-8c11-cbf649639170%2F23b6960e-e81a-41cc-b4f4-2ead3fa84d04%2Fpq55mv_processed.jpeg&w=3840&q=75)
Transcribed Image Text:3. Consider the vector
B1
B =
B2
with variance-covariance matrix
Var(B,)
Var(ß) = ( Cov(B1, B2)
Cov (β, β )
Var(8,)
)
and the matrix
3 -1
A =
1
Show – for this example – that Var(AB) = AVar(B)A'.
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