Take the two-dimensional random vector |X to be normally distributed with covariance matrix ? What is the
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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,
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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
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