Let X be N(E) and Y be N(E) where X and Y are independent and 8...
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Let X be N(E₁) and Y be N(E₂) where X and Y are independent and 8 3 42 2 - ()--(7) - () -- (3) Σ H₂ = -2 4 4 2 4 6 (a) Find Cov(X-Y, X+Y) -( ) (b) From part (a) it is obvious that X - Y and X + Y are not independent. Can you conclude that the joint distribution for the four dimensional vector is mul- tivariate normal? Explain. X-Y X+Y Let X be N(E₁) and Y be N(E₂) where X and Y are independent and 8 3 42 2 - ()--(7) - () -- (3) Σ H₂ = -2 4 4 2 4 6 (a) Find Cov(X-Y, X+Y) -( ) (b) From part (a) it is obvious that X - Y and X + Y are not independent. Can you conclude that the joint distribution for the four dimensional vector is mul- tivariate normal? Explain. X-Y X+Y
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Answer rating: 100% (QA)
a CovXY XY CovX X CovX Y CovY X CovY Y VarX 0 0 VarY 1 2 b Yes we can conclu... View the full answer
Related Book For
Income Tax Fundamentals 2013
ISBN: 9781285586618
31st Edition
Authors: Gerald E. Whittenburg, Martha Altus Buller, Steven L Gill
Posted Date:
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