Question: Let X = (X, X2, X3)' be a random vector with dispersion matrix [4 = |1 L2 a) b) c) 1 2 9 -3

Let X = (X, X2, X3)' be a random vector with dispersion

Let X = (X, X2, X3)' be a random vector with dispersion matrix [4 = |1 L2 a) b) c) 1 2 9 -3 -3 25. Show that is positive definite matrix. Find variance of Z = X - 2X X3. Find the dispersion matrix of Y = (Y, Y, Y3)' when Y = X + X, Y = X, Y3 = X - 2X - X3. Find covariance of Z = X + X and Z = X - 2X - X3.

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QUESTION Let X X X X3 be a random vector with dispersion matrix L 4 1 2 4 2 0 0 1 15 a show that is positive definite matrix b Find variance ofZ lambd... View full answer

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