Let the random vector x follows a normal distribution, say, x~N4 (, ), with 20 16...

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Let the random vector x follows a normal distribution, say, x~N4 (μ, Σ), with 20 16 12 12 16 20 12 12 12 12 20 16 12 12 16 20/ Then μl = c) Denote x = /25 25 27 25/ Σ = (u) where u = (x₂), v= = (x³). Then write down the probability distributions of u and v along with their correct mean vectors and covariance matrices. Let the random vector x follows a normal distribution, say, x~N4 (μ, Σ), with 20 16 12 12 16 20 12 12 12 12 20 16 12 12 16 20/ Then μl = c) Denote x = /25 25 27 25/ Σ = (u) where u = (x₂), v= = (x³). Then write down the probability distributions of u and v along with their correct mean vectors and covariance matrices.

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det and then mean Variance Evia of olu and u M 13 e ... View the full answer