Question: 1. Suppose X is a 3 x 1 random vector with cov(X) = o'13. Find the matrix A so that X1 - X AX =

1. Suppose X is a 3 x 1 random vector with

1. Suppose X is a 3 x 1 random vector with cov(X) = o'13. Find the matrix A so that X1 - X AX = X2 - X X3 - X the vector of deviations. Here X = (X1 + X2 + X3)/3. The covariance matrix of the deviations is Cov( AX) = 02 B What is the matrix B

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