Question: Given the Gaussian random vector X in Problem 8.5.1, Y = AX + b, where and b = [- 4 - 4]ʹ. Calculate (a) The

Given the Gaussian random vector X in Problem 8.5.1, Y = AX + b, where
Given the Gaussian random vector X in Problem 8.5.1, Y

and b = [- 4 - 4]ʹ. Calculate
(a) The expected value μY,
(b) The covariance CY,
(c) The correlation RY.
(d) The probability that - 1

1 1/2 2/3 A1/2 2/3

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