where M {4,., Hk}, T = {T1, 72; , Пк}, and %3D D p(x|4) = TTHi" (1 – Hki)-"n). i=1 Show that: 1. 10 Points. The mean of this mixture distribution is given by K E[x] = THk- k-1 2. 10 Points. The covariance of this mixture distribution is given by K cov[x] = Tk (Ek + H)- EXEX]", k=1 where Ek = dig(bi(1 - Hki)).

MATLAB: An Introduction with Applications
6th Edition
ISBN:9781119256830
Author:Amos Gilat
Publisher:Amos Gilat
Chapter1: Starting With Matlab
Section: Chapter Questions
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where M
{ , Mk}, T =
{T1, 72,, TK}, and
%3D
D
P(x|H1) = |i" (1- Hki)(-").
i=1
Show that:
1. 10 Points. The mean of this mixture distribution is given by
K
E[x] = THk-
k-1
2. 10 Points. The covariance of this mixture distribution is given by
K
cov[x] = Tk (Ek + H)- EXEX]",
k=1
where Ek = dig(bi(1 - Hki)).
Transcribed Image Text:where M { , Mk}, T = {T1, 72,, TK}, and %3D D P(x|H1) = |i" (1- Hki)(-"). i=1 Show that: 1. 10 Points. The mean of this mixture distribution is given by K E[x] = THk- k-1 2. 10 Points. The covariance of this mixture distribution is given by K cov[x] = Tk (Ek + H)- EXEX]", k=1 where Ek = dig(bi(1 - Hki)).
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