Question
Suppose that Y is a random vector with mean vector (0,0,1), and covariance matrix 100 020 003 Let b = (0,0,1) and A =
Suppose that Y is a random vector with mean vector (0,0,1), and covariance matrix 100 020 003 Let b = (0,0,1) and A = [100 002 010 (a) What is the mean of AY + b? (b) What is the covariance matrix of AY + b? (c) What is the mean of YTAY?
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Understanding Basic Statistics
Authors: Charles Henry Brase, Corrinne Pellillo Brase
6th Edition
978-1133525097, 1133525091, 1111827028, 978-1133110316, 1133110312, 978-1111827021
