Take the two-dimensional random vector |X to be normally distributed with covariance matrix ? What is the
Question:
Take the two-dimensional random vector |X to be normally distributed with covariance matrix
?
What is the variance of Y = 1| X, with 1| = (11), and what does this correspond to?
Transcribed Image Text:
σ12 Σ Ισ12σ3,
Fantastic news! We've Found the answer you've been seeking!
Step by Step Answer:
Answer rating: 73% (15 reviews)
The variance of Y is given by VarY EY EY2 E1X E1X2 E1X 11EX2 E1X 112 To find the expected value of 1...View the full answer
Answered By
Joash Mokaya
I am an experienced tutor with more than 7 years of experience. I have helped thousands of students pursue their academic goals. My primary objective as a tutor is to ensure that students have an easy time handling their academic tasks.
0.00
0 Reviews
10+ Question Solved
Related Book For
Question Posted:
Students also viewed these Business questions
-
The two-dimensional random vector Y has PDF Find the expected value vector E[Y], the correlation matrix RY, and the covariance matrix CY. 030 si 0 otherwise.
-
A three- dimensional vector random variable, X, has a covariance matrix of Find a transformation matrix A such that the new random variables Y = AX will be uncorrelated. 13 15-1 311
-
The two-dimensional random vector X and the three-dimensional random vector Y are independent and E[Y] = 0. What is the vector cross-correlation RXY?
-
On January 1, 2011, Devco acquired cum div. all the shares of Brooke, at which date the equity and liability sections of Brookes statement of financial position showed the following balances: Share...
-
Repeat Example 4.3 for nitration at C-2. Can you suggest why substitution at C-1 is preferred? Example 4.3 Draw the resonance contributors for the carbocation intermediate in nitration of naphthalene...
-
Find the total cost of one undercoat and two coats of emulsion paint to general surfaces of plastered walls, externally. Estimating data: BINA Paint exterior wall sealer, white ( 1 8 L / drum ) = RM...
-
Jenna Smith recently purchased an annuity contract that will pay her \(\$ 375,000\) per year for the next seven years. According to Smith's calculations, the estimated internal rate of return on this...
-
What are travelers' technologies of choice? Tablets account for a growing share of the multiuse devices travelers are using. An observational study of passengers on air, bus, and train travel found...
-
Required information The Foundational 15 (Algo) [LO12-1, LO12-2, LO12-3, LO12-5, LO12-6] [The following information applies to the questions displayed below.] Cardinal Company is considering a...
-
Effective financial statement analysis requires an understanding of a firms economic characteristics. The relations between various financial statement items provide evidence of many of these...
-
One of the most prominent tools in statistics is linear regression. It can be stated as a linear vector model where |y contains the observed manifestations of the response variable, the matrix X...
-
Check that this result complies with Laplace?s formula (3.37). (3.37) (-1)**+"mknMkn k+n, k+n n=1 k=1 " class="fr-fic fr-dii" style=""> det[M] = >(-1)**"mknMkn = >(-1)**+"mknMkn k+n, k+n n=1 k=1
-
Typical power-line lengths are only a small fraction of the \(60-\mathrm{Hz}\) wavelength. (a) True (b) False
-
A is 64.0 m long at a 25.0 angle with respect to the +x-axis. B is 45.0 m long at a 71.0 angle above the -x-axis. What is the magnitude of the sum of vectors A and B? A+B= What angle # does the sum...
-
calculate the Break Even Adjusted Admissions Rasmussen Community Hospital Budget Analysis Worksheet 12/31/2022 (F) Favorable Budget Actual Variance Variance % (U) Unfavorable Net Revenues $...
-
Explain and justify your answer. **27. Two charges, Q = 6 x 10-8 C and Q2=-6 x 10-8 C, are held in place at a separation of 0.16 m. What is the strength of the electric field due to Q, and Q, at the...
-
Dallas Pierce wants to know what rate she is paying on her simple discount note. The maturity value was $8,810 with $85.90 interest for 80 days. What was her rate? (Use 360 days a year. Do not round...
-
Saul Sellers is the Chief Accountant for Bright Day Cafe (BDC) and is close to retirement. Traditionally, BDC provides a retirement plan that pays a bonus equal to 10 percent of the net income the...
-
How could BPR help uncover issues in a company's supply chain?
-
The following cost information was provided to you for analysis: September 12,000 Units Produced Costs: TIC TAC TOE TING August 10,000 P80,000 70.000 60.000 50,000 How much is the fixed cost per...
-
Cara, Bob, and Steve want to begin a business on January 1, 2019. The individuals are considering three business forms-C corporation, partnership, and S corporation. Cara has investment land with a...
-
Alice, a married taxpayer, will form Morning Corporation in the current year. Alice plans to acquire all of Morning's common stock for a $1 mill ion contribution to the corporation. Morning will...
-
What is the purpose of the gift tax annual exclusion?
-
The following information pertains to Ortega Corporation for the year ended December 31, 20--. Sales $978,000 Purchases of materials 176,000 Indirect labor 42,000 Indirect materials 12,000...
-
3: 4: Since money has a time value, you would always like to A) Delay cash payment B) Accelerate cash payment C) Delay cash receipts D) Check your bank balance everyday
-
GAAP balance sheets list current assets first and IFRS lists current assets last. Last-in-First out is allowed under inventory in GAAP, it is not allowed in IFRS. Under GAAP research and development...
Study smarter with the SolutionInn App