3.5.17. Suppose X is distributed N3(0, E), where 3 2 1 2 1 1 3 Σ= Find P((X₁ - 2X2 + X3)² > 15.36). 2 21

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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please answer 3.5.17

**3.5.17.** Suppose \( \mathbf{X} \) is distributed as \( N_3(0, \Sigma) \), where

\[
\Sigma = \begin{bmatrix}
3 & 2 & 1 \\
2 & 2 & 1 \\
1 & 1 & 3
\end{bmatrix}
\]

Find \( P((X_1 - 2X_2 + X_3)^2 > 15.36) \).
Transcribed Image Text:**3.5.17.** Suppose \( \mathbf{X} \) is distributed as \( N_3(0, \Sigma) \), where \[ \Sigma = \begin{bmatrix} 3 & 2 & 1 \\ 2 & 2 & 1 \\ 1 & 1 & 3 \end{bmatrix} \] Find \( P((X_1 - 2X_2 + X_3)^2 > 15.36) \).
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