Question: 91. Consider the random variables Y1, Y2;X1, X2 such as ' Cov(Y1,X1)= 2 ,Cov(Y1,X2)+- 12; Cav(}2,X1) = 3; Cw(l,X2)= 7. suppose that spa] =

91. Consider the random variables Y1, Y2;X1, X2 such as ' " Cov(Y1,X1)= 2 ,Cov(Y1,X2)+- 12; Cav(}"2,X1) = 3; Cw(l,X2)= 7. suppose that spa] = E[X2] = 0, but E[Y1] E[Y2]= 5, besides, Var(Y1) Var(i'2)= 40and Var(X1)=Var(X2)=9.0011(X2,X1)=0;C'ov(Y2,Y1)= (a) Determine the best linear prediction of Y1 given that X1, X2 and give the corresponding mean square predicted error. 1 (b) Determine the best linear prediction of Y2 given that X1, X2 and give'the Corresponding . " mean square prdicted error. ' (:2) Determine the best linear prediction of Y1 Y2 given that X 1, X 2 and give thecorrespmding '_ meansquare predicted error. _ 1 , ' ,1

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