Question: Given the random vector X' = [X1, X2, ..., Xs] with mean vector /'x = [2, 4, -1, 3, 0] and variance-covariance matrix: 4 -1

Given the random vector X' = [X1, X2, ..., Xs] with mean vector /'x = [2, 4, -1, 3, 0] and variance-covariance matrix: 4 -1 -1 3 -1 E, = 1 6 1 -1 -1 0 -1 0 2 Partition X as X [X(1) X = X 7 = x (2) X3 XA Let A= [1 7] and B = [ 1 21And consider the linear combinations AX]) and BX(2). Find (a) E(X(1) (b) E(AX(1) (c) Cov(X(1) (d) Cov(AX(1)) (e) E(X(2) (f) E(BX 12) (g) Cov(X(2) (h) Cov(BX12) (i) Cov(x(1), x12) (j) Cov(AX(1), BX(2)

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