Let X be a Gaussian random vector with distribution [5 4 ~~ (B]. []). 5 X~N Let Ỹ be a Gaussian random vector formed by multiplying ✈ by a certain matrix: M-HN Find the mean vector of Y.
Let X be a Gaussian random vector with distribution [5 4 ~~ (B]. []). 5 X~N Let Ỹ be a Gaussian random vector formed by multiplying ✈ by a certain matrix: M-HN Find the mean vector of Y.
A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
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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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![Let \(\vec{X}\) be a Gaussian random vector with distribution
\[
\vec{X} \sim \mathcal{N} \left( \begin{bmatrix} 3 \\ 5 \end{bmatrix}, \begin{bmatrix} 5 & 4 \\ 4 & 5 \end{bmatrix} \right).
\]
Let \(\vec{Y}\) be a Gaussian random vector formed by multiplying \(\vec{X}\) by a certain matrix:
\[
\begin{bmatrix} Y_1 \\ Y_2 \\ Y_3 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 1 & 1 \\ 0 & 1 \end{bmatrix} \begin{bmatrix} X_1 \\ X_2 \end{bmatrix}.
\]
Find the mean vector of \(\vec{Y}\).](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fc012e98d-11f3-4ebf-9e91-31a87ace6c91%2F183384ce-f8af-4cce-9c15-e36f694dc025%2Fk5xs2h_processed.png&w=3840&q=75)
Transcribed Image Text:Let \(\vec{X}\) be a Gaussian random vector with distribution
\[
\vec{X} \sim \mathcal{N} \left( \begin{bmatrix} 3 \\ 5 \end{bmatrix}, \begin{bmatrix} 5 & 4 \\ 4 & 5 \end{bmatrix} \right).
\]
Let \(\vec{Y}\) be a Gaussian random vector formed by multiplying \(\vec{X}\) by a certain matrix:
\[
\begin{bmatrix} Y_1 \\ Y_2 \\ Y_3 \end{bmatrix} = \begin{bmatrix} 1 & 0 \\ 1 & 1 \\ 0 & 1 \end{bmatrix} \begin{bmatrix} X_1 \\ X_2 \end{bmatrix}.
\]
Find the mean vector of \(\vec{Y}\).
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