Assume that y = [y₁ Y2 Y3 Y4] follows a multi-dimensional normal distribution №₁(μ, Σ) where fl= 2 E 5 0 -1 0 3 0 2 0 8 0 -1 0 5 20 0 Use properties of multi-dimensional normal distributions to an- swer the following: i. Find the distribution of y₁ and the distribution of y3; ii. What is the joint distribution of y₁ and y₂? iii. Compute p(y3|y4 = 1).
Assume that y = [y₁ Y2 Y3 Y4] follows a multi-dimensional normal distribution №₁(μ, Σ) where fl= 2 E 5 0 -1 0 3 0 2 0 8 0 -1 0 5 20 0 Use properties of multi-dimensional normal distributions to an- swer the following: i. Find the distribution of y₁ and the distribution of y3; ii. What is the joint distribution of y₁ and y₂? iii. Compute p(y3|y4 = 1).
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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![Assume that y = [Y₁ _Y2_Y3 Y4]
[Y₁ 92 93 94] follows a multi-dimensional
normal distribution №₁(μ, Σ) where
fl =
2
5
[-₁]
Σ
8
0
0
3
-1 0
020
ROL
T
-1 0
5
20
Use properties of multi-dimensional normal distributions to an-
swer the following:
i. Find the distribution of y₁ and the distribution of y3;
ii. What is the joint distribution of y₁ and y₂?
iii. Compute p(Y3|Y4 = 1).
iv. Determine the random variables that are independent.
v. Find the distribution of 2 = = 4y₁ − 2y2 + Y3 − 3y4.](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fb5247a99-177c-47ac-b687-b87a8e03f9b5%2F4389919a-fecf-432b-8ba5-eba73d5afed7%2Fl42deiq_processed.png&w=3840&q=75)
Transcribed Image Text:Assume that y = [Y₁ _Y2_Y3 Y4]
[Y₁ 92 93 94] follows a multi-dimensional
normal distribution №₁(μ, Σ) where
fl =
2
5
[-₁]
Σ
8
0
0
3
-1 0
020
ROL
T
-1 0
5
20
Use properties of multi-dimensional normal distributions to an-
swer the following:
i. Find the distribution of y₁ and the distribution of y3;
ii. What is the joint distribution of y₁ and y₂?
iii. Compute p(Y3|Y4 = 1).
iv. Determine the random variables that are independent.
v. Find the distribution of 2 = = 4y₁ − 2y2 + Y3 − 3y4.
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