Question: (a) What conditions must a, b, c, and d satisfy? (b) Under what conditions (in addition to those in part (a)) are X1 and X2

(a) What conditions must a, b, c, and d satisfy?
(b) Under what conditions (in addition to those in part (a)) are X1 and X2 independent?
(c) Under what conditions (in addition to those in part (a)) are X1 and X2 identical?

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a First b c since a covariance matrix is always symmetric Second a VarX 1 and b V... View full answer

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