Question: Hi i need help with my Multivariate statistical analysis questions and thought if u could help me Question 1. [16 marks] (1) [6 marks] Consider

i need help with my Multivariate statistical analysis questions and thought if u could help me

Question 1. [16 marks] (1) [6 marks] Consider a random vector X where You Np (Mpx1 Epxp). (i) What is the distribution of X1 + 2X2 - 3X3? Give mean and variance of this distribution. Here Xy, Xz and X's are the first 3 elements of X. (ii) Assume coefficient matrix Amxp whose elements are non-random and consider a new random vector AN. Answer the follow questions: (a) What is the distribution of AX? (You need to specify the distribution, its mean and covariance matrix but no need to give reasons.) (b) First express Zy X(where X, demotes the i-th element of X) as AN' (that is you need to details of this A matrix). Then, derive the distribution for _T X, using the result in (a]

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