N(0, 1), (X1, ..., Xn)' denote an (n x 1) vector of independent random variables X; i = 1,..., n. Let A = [a;j] denote an (m x n) matrix, and define a random vector Y = (Y1,... , Y,m) as Let X = 2. Y = AX. Show that Cov(Y;,Y;) = Ek=1 aikajk· Which of the following lines is a valid argument? Let RHS=E-1aikajk. k3D1 (a) Cov(Y;, Y;) = Var(Y;)Var(Y;) = RHS Var(Y;) Var(Y,) (b) Cov(Yi, Y;) = Corr(Y,,Y;) = RHS (c) Cov(Y;, Y;) = (Ex aik)(Ee aje) = Ek až% – (Ex dik)² = RHS (d) Cov(Y;, Y;) = E(Y;Y;) = Ek aikajkE(X})+2Ek
N(0, 1), (X1, ..., Xn)' denote an (n x 1) vector of independent random variables X; i = 1,..., n. Let A = [a;j] denote an (m x n) matrix, and define a random vector Y = (Y1,... , Y,m) as Let X = 2. Y = AX. Show that Cov(Y;,Y;) = Ek=1 aikajk· Which of the following lines is a valid argument? Let RHS=E-1aikajk. k3D1 (a) Cov(Y;, Y;) = Var(Y;)Var(Y;) = RHS Var(Y;) Var(Y,) (b) Cov(Yi, Y;) = Corr(Y,,Y;) = RHS (c) Cov(Y;, Y;) = (Ex aik)(Ee aje) = Ek až% – (Ex dik)² = RHS (d) Cov(Y;, Y;) = E(Y;Y;) = Ek aikajkE(X})+2Ek
MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
Problem 1P
Related questions
Question
100%
Let X = (X₁, . . . , Xn) denote an (n × 1)
Y = AX.
Show that Cov(Yi, Yj)
Which of the following lines is a valid argument?
See attached pic
![(X1, ..., Xn)' denote an (n x 1) vector of independent random variables X; ~
N(0, 1),
[aij] denote an (m x n) matrix, and define a random vector Y = (Y1,..., Ym) as
Let X
i = 1, ... , n. Let A =
Y = AX.
Show that Cov(Y;,Y;) = £k=1 aikajk·
Which of the following lines is a valid argument? Let RHS= L=1 aikajk.
(a) Cov(Y;, Y;) = Var(Y;)Var(Y;)
Var(Y:)Var(Y;)
Corr(Y;,Y;)
RHS
(b) Cov(Y;, Y;) =
= RHS
( c) Cov (Y, Y) - (Σ, an)(Σ, α)Σ α-(Σ αk)? = RHS
(d) Cov(Y;,Y;)
(Ex aik)(Ee aje) = Ek a – (Ex aik)² = RHS
Y;)
E(Y;Y;) = Ek aikajkE(Xf)+ 2Ek<e aikajlE(X½X¢)
(e) none of these](/v2/_next/image?url=https%3A%2F%2Fcontent.bartleby.com%2Fqna-images%2Fquestion%2Fdaeb1ca8-ef9a-4b1f-b601-efe3dd1aed86%2F58b068c2-8486-489b-ba18-f0f397f3f23c%2Fatqn1b_processed.jpeg&w=3840&q=75)
Transcribed Image Text:(X1, ..., Xn)' denote an (n x 1) vector of independent random variables X; ~
N(0, 1),
[aij] denote an (m x n) matrix, and define a random vector Y = (Y1,..., Ym) as
Let X
i = 1, ... , n. Let A =
Y = AX.
Show that Cov(Y;,Y;) = £k=1 aikajk·
Which of the following lines is a valid argument? Let RHS= L=1 aikajk.
(a) Cov(Y;, Y;) = Var(Y;)Var(Y;)
Var(Y:)Var(Y;)
Corr(Y;,Y;)
RHS
(b) Cov(Y;, Y;) =
= RHS
( c) Cov (Y, Y) - (Σ, an)(Σ, α)Σ α-(Σ αk)? = RHS
(d) Cov(Y;,Y;)
(Ex aik)(Ee aje) = Ek a – (Ex aik)² = RHS
Y;)
E(Y;Y;) = Ek aikajkE(Xf)+ 2Ek<e aikajlE(X½X¢)
(e) none of these
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