Question: 3.1 Suppose that Y ~N(u, E) and let 2 2 A : WIN -1 . B = G ! _1) and 1 = 1-1 3.1.1

3.1 Suppose that Y ~N(u, E) and let 2 2 A : WIN -1 . B = G ! _1) and 1 = 1-1 3.1.1 What is the distribution of - Y'AY - ? 3.1.2 Are Y'AY and BY independent? (Hint: Evaluate BA). (5 3.2 Let Y = (y, , yz,yz)' be a random vector with mean vector and covariance matrix given by - (-;) and = = (: 1 0 2 3 , respectively. 3 10 Let z = 2y, - 3yz + y3. Evaluate E (z) and var (z).

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