If Var(X1) = 2, Var(X2) = 4, Var(X3) = 3, Cov(X1, X2) = 1, Cov(X1, X3) = -2, and X2 and X3 are independent, find the mean and variance of Y = X1 – 2X2 +3X3.

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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If \( \text{Var}(X_1) = 2 \), \( \text{Var}(X_2) = 4 \), \( \text{Var}(X_3) = 3 \), \( \text{Cov}(X_1, X_2) = 1 \), \( \text{Cov}(X_1, X_3) = -2 \), and \( X_2 \) and \( X_3 \) are independent, find the mean and variance of \( Y = X_1 - 2X_2 + 3X_3 \).
Transcribed Image Text:If \( \text{Var}(X_1) = 2 \), \( \text{Var}(X_2) = 4 \), \( \text{Var}(X_3) = 3 \), \( \text{Cov}(X_1, X_2) = 1 \), \( \text{Cov}(X_1, X_3) = -2 \), and \( X_2 \) and \( X_3 \) are independent, find the mean and variance of \( Y = X_1 - 2X_2 + 3X_3 \).
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