question 1) Suppose that two measurements, d1, and d2, are uncorrelated and with equal variance, od. What is the variance and covariance of two model parameters, m1, and m2, that is the sum and difference of the ds? question 2) Suppose that the vectors, , of N measurements are uncorrelated and with equal variance, d?. (A) What is the form of the covariance matrix, Cd?

A First Course in Probability (10th Edition)
10th Edition
ISBN:9780134753119
Author:Sheldon Ross
Publisher:Sheldon Ross
Chapter1: Combinatorial Analysis
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question 1) Suppose that two measurements,
d1, and d2, are uncorrelated and with equal
variance, od2. What is the variance and
covariance of two model parameters, m1, and
m2, that is the sum and difference of the ds?
question 2) Suppose that the vectors, , of N
measurements are uncorrelated and with
equal variance, od².
(A) What is the form of the covariance matrix,
Cd?
(B) Suppose that m=Md. What property must
M have to make the m's, as well as the d's,
uncorrelated?
(C) Does the matrix from Problem 1 have this
property?
Transcribed Image Text:question 1) Suppose that two measurements, d1, and d2, are uncorrelated and with equal variance, od2. What is the variance and covariance of two model parameters, m1, and m2, that is the sum and difference of the ds? question 2) Suppose that the vectors, , of N measurements are uncorrelated and with equal variance, od². (A) What is the form of the covariance matrix, Cd? (B) Suppose that m=Md. What property must M have to make the m's, as well as the d's, uncorrelated? (C) Does the matrix from Problem 1 have this property?
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