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).

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Chapter1: Combinatorial Analysis
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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.
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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