Suppose that in a particular year, STA3703 had three assignments in total. The summary of the marks obtained by civil engineering students at the three assignments is given as follows: Mean vector: Assignment number 1 2 3 Mean 72 60 64 The variance-covariance matrix: Assignment 1 Assignment 2 Assignment 3 Assignment 1 Assignment 2 Assignment 3 15 4 0 4 0 (ii) the distribution of the sum of the three assignments. 9 16 Let the random variable y be the vector of the marks obtained by a student at one of the assignments with Y₁, the mark obtained at assignment 1, Y₂ is the mark obtained at assignment 2 and Y3 is the mark obtained at assignment 3. (a) Find (i) the multivariate probability distribution function (pdf) of Y. (iii) the joint pdf of assignment 1 and assignment 2 marks. 16 25

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Suppose that in a particular year, STA3703 had three assignments in total. The summary of the marks obtained by
civil engineering students at the three assignments is given as follows:
Mean vector:
The variance-covariance matrix:
Assignment number Mean
| Assignment 1 Assignment 2 Assignment 3
72
Assignment 1
15
4
2
60
Assignment 2
4
9
16
3
64
Assignment 3
16
25
Let the random variable Y be the vector of the marks obtained by a student at one of the assignments with Y1, the
mark obtained at assignment 1, Y2 is the mark obtained at assignment 2 and Y3 is the mark obtained at assignment
3.
(a) Find
(i) the multivariate probability distribution function (pdf) of Y.
(ii) the distribution of the sum of the three assignments.
(iii) the joint pdf of assignment 1 and assignment 2 marks.
(iv) the covariance of X1 and X2 where X, is the sum of the marks obainted at the three assignments,
and X2 is the difference between “the sum of the first two assignments" and "assignment 3", i.e.
(v) the correlation of X1 and X, given in (iv).
(b) Identify the distribution of (a)(iii).
Transcribed Image Text:Suppose that in a particular year, STA3703 had three assignments in total. The summary of the marks obtained by civil engineering students at the three assignments is given as follows: Mean vector: The variance-covariance matrix: Assignment number Mean | Assignment 1 Assignment 2 Assignment 3 72 Assignment 1 15 4 2 60 Assignment 2 4 9 16 3 64 Assignment 3 16 25 Let the random variable Y be the vector of the marks obtained by a student at one of the assignments with Y1, the mark obtained at assignment 1, Y2 is the mark obtained at assignment 2 and Y3 is the mark obtained at assignment 3. (a) Find (i) the multivariate probability distribution function (pdf) of Y. (ii) the distribution of the sum of the three assignments. (iii) the joint pdf of assignment 1 and assignment 2 marks. (iv) the covariance of X1 and X2 where X, is the sum of the marks obainted at the three assignments, and X2 is the difference between “the sum of the first two assignments" and "assignment 3", i.e. (v) the correlation of X1 and X, given in (iv). (b) Identify the distribution of (a)(iii).
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