Suppose X has a multivariate normal distribution given by X1 1 2р 0 X = X2 - N3 2р 4 X3 9. When p = 0.5 , answer the following questions. 3X1 – X2 follows a/an _(a)_ distribution with mean and variance equal to _(b)_ v Choose.. respectively. Fill in the blanks. (a) norma

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Suppose x has a multivariate normal distribution given by
X1
1
2р 0
Х—
X2
N3
2р 4
X3
3
9.
When
p = 0.5 , answer the following questions.
3X1 – X2 follows a/an
().
distribution with mean and variance equal to
_(b)_
v Choose...
respectively. Fill in the blanks.
(a) normal, (b) 1 and 5
(a) gamma, (b) 1 and 4
X, and X, are independent. Answer this question with True or False.
1/4
1/2
(a) gamma, (b) 1/2 and 6
(X1 – X2 + 1)² follows a/an
_(a)_
distribution with parameters
_(b).
Fill in the
(a) normal, (b) 1 and 7
blanks.
(a) gamma, (b) 1 and 7
(a) normal, (b) 2 and 7
(a) gamma, (b) 1/2 and 4
What is the conditional variance of X, given (X2, X3) = (1, 1) ?
True
1
3/4
(a) gamma, (b) 1/2 and 8
(a) normal, (b) 2 and 5
ba
Transcribed Image Text:Suppose x has a multivariate normal distribution given by X1 1 2р 0 Х— X2 N3 2р 4 X3 3 9. When p = 0.5 , answer the following questions. 3X1 – X2 follows a/an (). distribution with mean and variance equal to _(b)_ v Choose... respectively. Fill in the blanks. (a) normal, (b) 1 and 5 (a) gamma, (b) 1 and 4 X, and X, are independent. Answer this question with True or False. 1/4 1/2 (a) gamma, (b) 1/2 and 6 (X1 – X2 + 1)² follows a/an _(a)_ distribution with parameters _(b). Fill in the (a) normal, (b) 1 and 7 blanks. (a) gamma, (b) 1 and 7 (a) normal, (b) 2 and 7 (a) gamma, (b) 1/2 and 4 What is the conditional variance of X, given (X2, X3) = (1, 1) ? True 1 3/4 (a) gamma, (b) 1/2 and 8 (a) normal, (b) 2 and 5 ba
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