Suppose that we have a random population of vectors, denoted by {x}, with covariance matrix : Σ=E[(x-mx)(x-mx)] where E] is the expected value operator and mx is the mean of the population. Suppose that we perform a transformation of the form y = Ax. Find : a) The mean of the population {y} b) The covariance matrix of the population {y}

MATLAB: An Introduction with Applications
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Author:Amos Gilat
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Suppose that we have a random population of vectors, denoted by {x}, with covariance matrix:

\[
\Sigma = \text{E}[(x - m_X)(x - m_X)^\text{T}]
\]

where E[] is the expected value operator and \( m_X \) is the mean of the population.

Suppose that we perform a transformation of the form \( y = Ax \).

Find:
a) The mean of the population {y}
b) The covariance matrix of the population {y}
Transcribed Image Text:Suppose that we have a random population of vectors, denoted by {x}, with covariance matrix: \[ \Sigma = \text{E}[(x - m_X)(x - m_X)^\text{T}] \] where E[] is the expected value operator and \( m_X \) is the mean of the population. Suppose that we perform a transformation of the form \( y = Ax \). Find: a) The mean of the population {y} b) The covariance matrix of the population {y}
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