Question: Prove that X-(XX) has a multivariate normal distribution with mean vector (...) and covariance matrix () iffevery linear combination cxcx, has a normal distribution on

Prove that X-(XX) has a multivariate normal distribution with mean vector (...) and covariance matrix () iffevery linear combination cxcx, has a normal distribution on R' with mean cy and variance c

Step by Step Solution

There are 3 Steps involved in it

1 Expert Approved Answer

Step: 1 Unlock blur-text-image

Question Has Been Solved by an Expert!

Get step-by-step solutions from verified subject matter experts

Step: 2 Unlock

Step: 3 Unlock

Students Have Also Explored These Related Elementary Probability For Applications Questions!

3 In 0900'0 500O'D 1000 0 FIG. 4. Process H alloy composition: (a) & chart, (b) "chart based on log ratios, (o) X' versus 73. S 0900'0 50COD 100070 S602 R. A. Boyles For this data set, step (3) in...

2 CS229 Problem Set #4 Solutions log m ! p(x(i) |)p() = log p() + m " log p(x(i) |) i=1 i=1 = log p() + m " log " p(x(i) , z (i) |) log " Qi (z (i) ) i=1 = log p() + log p() + m " z (i) i=1 z (i) m...

,, kindly solve Consider the Linear Regression Model 1. For any X = x, let Y = x8 + U, where B E R*. 2. X is exogenous. 3. The probability model is { f (u; ) is a distribution on R : E, [U] = 0, Var,...

Central Limit Theorem follows from the Crameer-Wold Device. This result states the fol- lowing. Let {b, } be a sequence of random k x 1 vectors. If A b,, converges to a normal random variable for...

1. A player throws a fair die and simultaneously flips a fair coin. If the coin lands heads, then she wins twice, and if tails, then one-half of the value that appears on the die. Determine her...

43% of Americans utilize online media and different sites to voice their sentiments about TV programs (The Huffington Post, November 23, 2011). The following are the aftereffects of a study of 1400...

A PC research office in a school has 33 PCs. All of the 33 PCs has 90% relentless quality. Considering 10% of the PCs to be down, an instructor shows an enrollment top of 30 for his gathering. Expect...

Question: You must interpret (tell the story) of the Odds Ratio within the context of the question. See the example on the slide. Question A: A study of passengers in autos and light trucks involved...

1 (Conditional distribution of multivariate normal distribution). (40 pts). Consider a multivariate normal distribution. Exx Ery Erz x fx Y 2 ~N " yx 0 zx 0 zz where yy and Ezz are non-singular. (a)...

Solve attached? I need this paper analyzed using qualitative analysis and answer the following questions: Our problem statement was: The problem to be addressed by this assessment is the impact of...

The dealer's quote (bid-ask) for the dollar price of euros (quoted as dollars per euro) is $1.30 - $1.34. What will be the spread expressed in percentage terms? British pounds are trading at $1.32...

Suppose that the probability that any particle emitted by a radioactive material will penetrate a certain shield is 0.01. If 10 particles are emitted, what is the probability that exactly one of the...

Working capital needs Blank______ treated as part of the initial investment in a project. Multiple choice question. are may or may not be are not

In this exercise, assume that we are considering enhancing a machine by adding vector hardware to it. When a computation is run in vector mode on the vector hardware, it is 10 times faster than the...