Q 6.2. Let X = (X₁, X2, X3)¹ ~ MVN (ux, Ex) where -3 7²) μχ = Compute the distribution of Y and Ex = (a) Compute the moment generating function Mx (t) of X. (b) Compute E(X₁X₂). (c) Let Y₁ Y₂ Y3 = = = 6 -2 -2 - 3X2 X3 + 1 X₁ X₂ X3 X₁ + 2X₂ - 2. (Y₁, Y₂, Y₂)T. -2 -2 2 1 1 1 -

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Q 6.2. Let X = (X1, X2, X3) ~ MVN(ux, Ex) where
-3
--6)
=
1
0
and
Y₁
Y₂
=
=
Ex
(a) Compute the moment generating function Mx(t) of X.
(b) Compute E(X₁X₂).
(c) Let
=
=
6 -2
2
1
Y3
Compute the distribution of Y = (Y₁, Y2, Y3)T.
-2
-2
3X2 − X3 + 1
X₁ - X2 - X3
X₁ + 2X₂ - 2.
-2
1
1
Transcribed Image Text:T Q 6.2. Let X = (X1, X2, X3) ~ MVN(ux, Ex) where -3 --6) = 1 0 and Y₁ Y₂ = = Ex (a) Compute the moment generating function Mx(t) of X. (b) Compute E(X₁X₂). (c) Let = = 6 -2 2 1 Y3 Compute the distribution of Y = (Y₁, Y2, Y3)T. -2 -2 3X2 − X3 + 1 X₁ - X2 - X3 X₁ + 2X₂ - 2. -2 1 1
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